# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-25-176733
**Filing Date:** 2025-7
**Character Count:** 346819
**Document Hash:** 7f71db32973f48a98502847fcada408c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-176733.hdr.sgml**: 20250724

**ACCESSION NUMBER**: 0001752724-25-176733

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250724

**DATE AS OF CHANGE**: 20250724

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251146317

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Series Corporate Bond Fund (Series ID: S000062809)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000203456 | Fidelity Series Corporate Bond Fund | FHMFX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Series Corporate Bond Fund**

**May 31, 2025**

XBC-NPRT3-0725

1.9891234.106 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Jersey Mike's Funding Series 2024-1A Class A2, 5.636% 2/15/2055 (b) | 389025 | 391958 |
| Subway Funding LLC Series 2024-1A Class A23, 6.505% 7/30/2054 (b) | 377105 | 382811 |
| Subway Funding LLC Series 2024-1A Class A2I, 6.028% 7/30/2054 (b) | 723365 | 729994 |
| Subway Funding LLC Series 2024-1A Class A2II, 6.268% 7/30/2054 (b) | 429840 | 437663 |
| Subway Funding LLC Series 2024-3A Class A23, 5.914% 7/30/2054 (b) | 530335 | 517636 |
| Subway Funding LLC Series 2024-3A Class A2I, 5.246% 7/30/2054 (b) | 553220 | 543285 |
| Subway Funding LLC Series 2024-3A Class A2II, 5.566% 7/30/2054 (b) | 908435 | 891578 |
| TOTAL UNITED STATES |  | 3894925 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $3,905,425) |  | <br> **3894925** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.0%  |  |  |
| TCO Commercial Mortgage Trust Series 2024-DPM Class B, CME Term SOFR 1 month Index + 1.5924%, 5.9211% 12/15/2039 (b)(c)(d)<br> (Cost $133,671) | 134000 | **133497** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| MEXICO - 0.1%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 200000 | 182400 |
| United Mexican States 4.5% 4/22/2029  | 1000000 | 978000 |
| TOTAL MEXICO |  | 1160400 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $1,272,972) |  | <br> **1160400** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 84.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 84.4%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 84.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Commonwealth Bank of Australia 3.784% 3/14/2032 (b) | 1280000 | 1169185 |
| National Australia Bank Ltd 2.99% 5/21/2031 (b) | 1200000 | 1063674 |
| Westpac Banking Corp 5.405% 8/10/2033 (d) | 1400000 | 1397245 |
| TOTAL AUSTRALIA |  | 3630104 |
| BELGIUM - 1.2%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch InBev Worldwide Inc 4.439% 10/6/2048  | 500000 | 416274 |
| Anheuser-Busch InBev Worldwide Inc 4.9% 1/23/2031  | 525000 | 535285 |
|  |  | 951559 |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| KBC Group NV 4.932% 10/16/2030 (b)(d) | 6373000 | 6394904 |
| KBC Group NV 6.324% 9/21/2034 (b)(d) | 1700000 | 1795542 |
|  |  | 8190446 |
| TOTAL BELGIUM |  | 9142005 |
| BRAZIL - 0.3%  |  |  |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Vale Overseas Ltd 6.4% 6/28/2054  | 2210000 | 2104539 |
| CANADA - 2.8%  |  |  |
| Communication Services - 0.2% |  |  |
| Wireless Telecommunication Services - 0.2% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 238000 | 217962 |
| Rogers Communications Inc 4.55% 3/15/2052  | 1450000 | 1137366 |
| Rogers Communications Inc 5% 3/15/2044  | 270000 | 234998 |
|  |  | 1590326 |
| Consumer Staples - 0.0% |  |  |
| Consumer Staples Distribution & Retail - 0.0% |  |  |
| Alimentation Couche-Tard Inc 2.95% 1/25/2030 (b) | 138000 | 127597 |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Canadian Natural Resources Ltd 2.95% 7/15/2030  | 1071000 | 970666 |
| Canadian Natural Resources Ltd 5.4% 12/15/2034 (b) | 4230000 | 4109413 |
| Canadian Natural Resources Ltd 6.25% 3/15/2038  | 1075000 | 1078935 |
| Cenovus Energy Inc 2.65% 1/15/2032  | 159000 | 134816 |
| Cenovus Energy Inc 3.75% 2/15/2052  | 480000 | 313051 |
| Cenovus Energy Inc 5.25% 6/15/2037  | 413000 | 382376 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 39000 | 33560 |
| Cenovus Energy Inc 6.75% 11/15/2039  | 45000 | 47398 |
| Enbridge Inc 3.4% 8/1/2051  | 900000 | 573782 |
| Enbridge Inc 4.5% 6/10/2044  | 250000 | 200534 |
| Enbridge Inc 7.2% 6/27/2054 (d) | 900000 | 904142 |
|  |  | 8748673 |
| Financials - 0.9% |  |  |
| Insurance - 0.9% |  |  |
| Empower Finance 2020 LP 1.776% 3/17/2031 (b) | 324000 | 278194 |
| Empower Finance 2020 LP 3.075% 9/17/2051 (b) | 540000 | 330408 |
| Fairfax Financial Holdings Ltd 3.375% 3/3/2031  | 571000 | 521603 |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 1736000 | 1763709 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035 (b) | 2000000 | 1996827 |
| Fairfax Financial Holdings Ltd 6% 12/7/2033  | 1400000 | 1439332 |
| Intact Financial Corp 5.459% 9/22/2032 (b) | 1117000 | 1116618 |
|  |  | 7446691 |
| Utilities - 0.5% |  |  |
| Independent Power and Renewable Electricity Producers - 0.5% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 2550000 | 2516117 |
| Emera US Finance LP 4.75% 6/15/2046  | 1775000 | 1432441 |
|  |  | 3948558 |
| TOTAL CANADA |  | 21861845 |
| FRANCE - 1.5%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 800000 | 512888 |
| Financials - 1.4% |  |  |
| Banks - 1.4% |  |  |
| BNP Paribas SA 1.323% 1/13/2027 (b)(d) | 1182000 | 1157384 |
| BNP Paribas SA 2.591% 1/20/2028 (b)(d) | 490000 | 472971 |
| BNP Paribas SA 3.052% 1/13/2031 (b)(d) | 875000 | 803827 |
| BNP Paribas SA 3.132% 1/20/2033 (b)(d) | 1250000 | 1091846 |
| BPCE SA 2.277% 1/20/2032 (b)(d) | 4600000 | 3905732 |
| BPCE SA 5.975% 1/18/2027 (b)(d) | 3000000 | 3018625 |
| Credit Agricole SA 2.811% 1/11/2041 (b) | 444000 | 297402 |
| Societe Generale SA 3% 1/22/2030 (b) | 430000 | 394911 |
|  |  | 11142698 |
| TOTAL FRANCE |  | 11655586 |
| GERMANY - 1.6%  |  |  |
| Financials - 0.4% |  |  |
| Capital Markets - 0.3% |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (d) | 1650000 | 1626916 |
| Insurance - 0.1% |  |  |
| Allianz SE 5.6% 9/3/2054 (b)(d) | 1200000 | 1174411 |
| TOTAL FINANCIALS |  | 2801327 |
| Health Care - 1.1% |  |  |
| Pharmaceuticals - 1.1% |  |  |
| Bayer US Finance II LLC 4.875% 6/25/2048 (b) | 1150000 | 903616 |
| Bayer US Finance LLC 6.5% 11/21/2033 (b) | 4300000 | 4477203 |
| Bayer US Finance LLC 6.875% 11/21/2053 (b) | 3110000 | 3146462 |
|  |  | 8527281 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Daimler Truck Finance North America LLC 2% 12/14/2026 (b) | 1276000 | 1227155 |
| TOTAL GERMANY |  | 12555763 |
| IRELAND - 2.5%  |  |  |
| Financials - 1.1% |  |  |
| Consumer Finance - 1.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 227000 | 220007 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 237000 | 223720 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.3% 1/30/2032  | 1754000 | 1557478 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.4% 10/29/2033  | 526000 | 452917 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 860000 | 669407 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.95% 9/10/2034  | 1640000 | 1573943 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028  | 1200000 | 1233116 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.15% 9/30/2030  | 1800000 | 1900730 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 599000 | 616408 |
|  |  | 8447726 |
| Industrials - 1.0% |  |  |
| Transportation Infrastructure - 1.0% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 1601000 | 1509062 |
| Avolon Holdings Funding Ltd 4.375% 5/1/2026 (b) | 110000 | 109259 |
| Avolon Holdings Funding Ltd 5.15% 1/15/2030 (b) | 1630000 | 1624185 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 4300000 | 4378111 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 440000 | 455482 |
|  |  | 8076099 |
| Materials - 0.4% |  |  |
| Containers & Packaging - 0.4% |  |  |
| Smurfit Kappa Treasury ULC 5.438% 4/3/2034  | 1700000 | 1702108 |
| Smurfit Westrock Financing DAC 5.418% 1/15/2035  | 1175000 | 1169957 |
|  |  | 2872065 |
| TOTAL IRELAND |  | 19395890 |
| ISRAEL - 0.1%  |  |  |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Teva Pharmaceutical Finance Netherlands III BV 6% 12/1/2032  | 200000 | 201788 |
| Teva Pharmaceutical Finance Netherlands IV BV 5.75% 12/1/2030  | 200000 | 201990 |
| TOTAL ISRAEL |  | 403778 |
| ITALY - 0.5%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Intesa Sanpaolo SpA 5.71% 1/15/2026 (b) | 1126000 | 1128567 |
| Intesa Sanpaolo SpA 7.2% 11/28/2033 (b) | 500000 | 552087 |
| UniCredit SpA 1.982% 6/3/2027 (b)(d) | 1200000 | 1165297 |
|  |  | 2845951 |
| Utilities - 0.1% |  |  |
| Electric Utilities - 0.1% |  |  |
| Enel Finance International NV 5.5% 6/26/2034 (b) | 1452000 | 1453917 |
| TOTAL ITALY |  | 4299868 |
| JAPAN - 0.4%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Tobacco - 0.4% |  |  |
| Japan Tobacco Inc 5.21% 6/15/2030 (b) | 1500000 | 1530803 |
| Japan Tobacco Inc 5.856% 6/15/2035 (b) | 1500000 | 1546593 |
| TOTAL JAPAN |  | 3077396 |
| MEXICO - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Petroleos Mexicanos 4.5% 1/23/2026  | 1000000 | 979360 |
| Petroleos Mexicanos 6.49% 1/23/2027  | 75000 | 73687 |
| Petroleos Mexicanos 6.5% 3/13/2027  | 80000 | 78526 |
| TOTAL MEXICO |  | 1131573 |
| NETHERLANDS - 0.9%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Food Products - 0.2% |  |  |
| JDE Peet's NV 2.25% 9/24/2031 (b) | 545000 | 455925 |
| Viterra Finance BV 4.9% 4/21/2027 (b) | 1500000 | 1499627 |
|  |  | 1955552 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| ABN AMRO Bank NV 5.515% 12/3/2035 (b)(d) | 5100000 | 5111039 |
| Cooperatieve Rabobank UA 3.75% 7/21/2026  | 300000 | 296930 |
|  |  | 5407969 |
| TOTAL NETHERLANDS |  | 7363521 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 61000 | 59909 |
| SPAIN - 0.7%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.6% |  |  |
| Banco Santander SA 2.749% 12/3/2030  | 1000000 | 879977 |
| CaixaBank SA 5.673% 3/15/2030 (b)(d) | 1400000 | 1437865 |
| CaixaBank SA 6.037% 6/15/2035 (b)(d) | 1970000 | 2030241 |
|  |  | 4348083 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Atlantica Sustainable Infrastructure Ltd 4.125% 6/15/2028 (b) | 1215000 | 1163046 |
| TOTAL SPAIN |  | 5511129 |
| SWITZERLAND - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Capital Markets - 0.7% |  |  |
| UBS Group AG 1.305% 2/2/2027 (b)(d) | 800000 | 781493 |
| UBS Group AG 2.095% 2/11/2032 (b)(d) | 1550000 | 1325097 |
| UBS Group AG 3.091% 5/14/2032 (b)(d) | 1200000 | 1074232 |
| UBS Group AG 3.126% 8/13/2030 (b)(d) | 613000 | 572808 |
| UBS Group AG 4.194% 4/1/2031 (b)(d) | 800000 | 775277 |
| UBS Group AG 6.537% 8/12/2033 (b)(d) | 500000 | 536773 |
| UBS Group AG 9.016% 11/15/2033 (b)(d) | 300000 | 366416 |
|  |  | 5432096 |
| Insurance - 0.0% |  |  |
| Swiss Re Finance Luxembourg SA 5% 4/2/2049 (b)(d) | 200000 | 197269 |
| TOTAL SWITZERLAND |  | 5629365 |
| UNITED KINGDOM - 3.7%  |  |  |
| Consumer Staples - 0.7% |  |  |
| Tobacco - 0.7% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 1225000 | 1151921 |
| BAT Capital Corp 2.726% 3/25/2031  | 2800000 | 2488806 |
| BAT Capital Corp 5.834% 2/20/2031  | 468000 | 487605 |
| BAT Capital Corp 6.421% 8/2/2033  | 1300000 | 1393607 |
| Imperial Brands Finance PLC 4.25% 7/21/2025 (b) | 330000 | 329622 |
|  |  | 5851561 |
| Financials - 2.8% |  |  |
| Banks - 2.8% |  |  |
| Barclays PLC 2.645% 6/24/2031 (d) | 450000 | 401434 |
| Barclays PLC 2.894% 11/24/2032 (d) | 500000 | 435060 |
| Barclays PLC 5.2% 5/12/2026  | 1750000 | 1754428 |
| Barclays PLC 5.367% 2/25/2031 (d) | 1700000 | 1714703 |
| Barclays PLC 5.746% 8/9/2033 (d) | 349000 | 356216 |
| Barclays PLC 5.785% 2/25/2036 (d) | 1700000 | 1703731 |
| Barclays PLC 6.692% 9/13/2034 (d) | 1800000 | 1933320 |
| Barclays PLC 7.437% 11/2/2033 (d) | 1100000 | 1230024 |
| HSBC Holdings PLC 2.357% 8/18/2031 (d) | 1002000 | 878257 |
| HSBC Holdings PLC 2.848% 6/4/2031 (d) | 1800000 | 1622800 |
| HSBC Holdings PLC 5.24% 5/13/2031 (d) | 1900000 | 1908570 |
| HSBC Holdings PLC 7.39% 11/3/2028 (d) | 720000 | 761414 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 1000000 | 997190 |
| Lloyds Banking Group PLC 7.953% 11/15/2033 (d) | 1000000 | 1136683 |
| Standard Chartered PLC 5.005% 10/15/2030 (b)(d) | 1140000 | 1139066 |
| Standard Chartered PLC 5.545% 1/21/2029 (b)(d) | 1088000 | 1105650 |
| Standard Chartered PLC 6.228% 1/21/2036 (b)(d) | 3000000 | 3110051 |
|  |  | 22188597 |
| Industrials - 0.2% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| BAE Systems PLC 5.25% 3/26/2031 (b) | 200000 | 204685 |
| BAE Systems PLC 5.3% 3/26/2034 (b) | 800000 | 807750 |
| BAE Systems PLC 5.5% 3/26/2054 (b) | 264000 | 253634 |
|  |  | 1266069 |
| Passenger Airlines - 0.0% |  |  |
| British Airways 2021-1 Class A Pass Through Trust equipment trust certificate 2.9% 9/15/2036 (b) | 251630 | 224584 |
| TOTAL INDUSTRIALS |  | 1490653 |
| TOTAL UNITED KINGDOM |  | 29530811 |
| UNITED STATES - 66.9%  |  |  |
| Communication Services - 3.5% |  |  |
| Diversified Telecommunication Services - 1.0% |  |  |
| AT&T Inc 2.25% 2/1/2032  | 650000 | 551480 |
| AT&T Inc 3.65% 9/15/2059  | 223000 | 146528 |
| AT&T Inc 3.8% 12/1/2057  | 1354000 | 926999 |
| AT&T Inc 4.35% 3/1/2029  | 900000 | 895691 |
| Verizon Communications Inc 2.355% 3/15/2032  | 3000000 | 2558592 |
| Verizon Communications Inc 2.55% 3/21/2031  | 1539000 | 1363088 |
| Verizon Communications Inc 3.15% 3/22/2030  | 47000 | 44070 |
| Verizon Communications Inc 3.7% 3/22/2061  | 1300000 | 875834 |
| Verizon Communications Inc 4.78% 2/15/2035  | 291000 | 280055 |
|  |  | 7642337 |
| Entertainment - 0.2% |  |  |
| Walt Disney Co/The 3.8% 3/22/2030  | 600000 | 586619 |
| Walt Disney Co/The 4.75% 9/15/2044  | 320000 | 282457 |
| Walt Disney Co/The 6.65% 11/15/2037  | 970000 | 1092810 |
|  |  | 1961886 |
| Media - 2.1% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.25% 4/1/2053  | 342000 | 281915 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 120000 | 100804 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.5% 4/1/2063  | 450000 | 368315 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.75% 4/1/2048  | 1950000 | 1711159 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 1979000 | 2060141 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.55% 6/1/2034  | 4803000 | 5024752 |
| Comcast Corp 2.937% 11/1/2056  | 679000 | 388252 |
| Comcast Corp 2.987% 11/1/2063  | 2211000 | 1217259 |
| Cox Communications Inc 1.8% 10/1/2030 (b) | 740000 | 626060 |
| Discovery Communications LLC 3.95% 3/20/2028  | 600000 | 572932 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 952000 | 839021 |
| Time Warner Cable LLC 5.875% 11/15/2040  | 2475000 | 2314601 |
| Time Warner Cable LLC 7.3% 7/1/2038  | 500000 | 532828 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 250000 | 242343 |
|  |  | 16280382 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 2.4% 3/15/2029  | 381000 | 352243 |
| T-Mobile USA Inc 2.7% 3/15/2032  | 1382000 | 1201024 |
|  |  | 1553267 |
| TOTAL COMMUNICATION SERVICES |  | 27437872 |
| Consumer Discretionary - 3.1% |  |  |
| Automobiles - 1.3% |  |  |
| Ford Motor Co 3.25% 2/12/2032  | 1400000 | 1155290 |
| General Motors Co 5.95% 4/1/2049  | 1300000 | 1173136 |
| General Motors Financial Co Inc 3.1% 1/12/2032  | 1400000 | 1206667 |
| General Motors Financial Co Inc 5.55% 7/15/2029  | 3500000 | 3537780 |
| General Motors Financial Co Inc 5.95% 4/4/2034  | 1700000 | 1689130 |
| Stellantis Finance US Inc 5.75% 3/18/2030 (b) | 1748000 | 1752088 |
|  |  | 10514091 |
| Distributors - 0.1% |  |  |
| Genuine Parts Co 2.75% 2/1/2032  | 747000 | 641531 |
| Leisure Products - 0.2% |  |  |
| Brunswick Corp/DE 5.85% 3/18/2029  | 1300000 | 1320784 |
| Specialty Retail - 1.5% |  |  |
| Advance Auto Parts Inc 1.75% 10/1/2027  | 2313000 | 2132208 |
| Advance Auto Parts Inc 3.9% 4/15/2030  | 1000000 | 925155 |
| AutoNation Inc 3.85% 3/1/2032  | 1900000 | 1716824 |
| Home Depot Inc/The 1.375% 3/15/2031  | 575000 | 481670 |
| Home Depot Inc/The 4.95% 6/25/2034  | 2050000 | 2050930 |
| Lowe's Cos Inc 3.5% 4/1/2051  | 975000 | 647359 |
| Lowe's Cos Inc 5.15% 7/1/2033  | 2150000 | 2164654 |
| Lowe's Cos Inc 5.625% 4/15/2053  | 600000 | 562637 |
| O'Reilly Automotive Inc 4.2% 4/1/2030  | 800000 | 784958 |
| O'Reilly Automotive Inc 4.35% 6/1/2028  | 75000 | 74909 |
| Ross Stores Inc 1.875% 4/15/2031  | 600000 | 507985 |
|  |  | 12049289 |
| TOTAL CONSUMER DISCRETIONARY |  | 24525695 |
| Consumer Staples - 1.4% |  |  |
| Beverages - 0.2% |  |  |
| Constellation Brands Inc 2.25% 8/1/2031  | 1600000 | 1371386 |
| Constellation Brands Inc 2.875% 5/1/2030  | 470000 | 430439 |
|  |  | 1801825 |
| Consumer Staples Distribution & Retail - 0.4% |  |  |
| Dollar Tree Inc 3.375% 12/1/2051  | 1000000 | 603568 |
| Dollar Tree Inc 4.2% 5/15/2028  | 375000 | 368880 |
| Mars Inc 4.8% 3/1/2030 (b) | 544000 | 547357 |
| Mars Inc 5% 3/1/2032 (b) | 408000 | 409372 |
| Mars Inc 5.2% 3/1/2035 (b) | 339000 | 337728 |
| Mars Inc 5.65% 5/1/2045 (b) | 330000 | 323741 |
| Mars Inc 5.7% 5/1/2055 (b) | 658000 | 638326 |
| Mars Inc 5.8% 5/1/2065 (b) | 82000 | 79557 |
|  |  | 3308529 |
| Food Products - 0.2% |  |  |
| Smithfield Foods Inc 3% 10/15/2030 (b) | 1432000 | 1275801 |
| Tobacco - 0.6% |  |  |
| Philip Morris International Inc 4.75% 11/1/2031  | 1700000 | 1695751 |
| Philip Morris International Inc 5.125% 2/15/2030  | 2200000 | 2247317 |
| Philip Morris International Inc 5.75% 11/17/2032  | 903000 | 945472 |
|  |  | 4888540 |
| TOTAL CONSUMER STAPLES |  | 11274695 |
| Energy - 6.3% |  |  |
| Oil, Gas & Consumable Fuels - 6.3% |  |  |
| Columbia Pipelines Holding Co LLC 5.097% 10/1/2031 (b) | 1470000 | 1441567 |
| Columbia Pipelines Holding Co LLC 6.042% 8/15/2028 (b) | 1000000 | 1030598 |
| Columbia Pipelines Operating Co LLC 5.695% 10/1/2054 (b) | 1470000 | 1315231 |
| Columbia Pipelines Operating Co LLC 5.927% 8/15/2030 (b) | 73000 | 75847 |
| Columbia Pipelines Operating Co LLC 5.962% 2/15/2055 (b) | 2080000 | 1935562 |
| Columbia Pipelines Operating Co LLC 6.036% 11/15/2033 (b) | 197000 | 202774 |
| Columbia Pipelines Operating Co LLC 6.497% 8/15/2043 (b) | 59000 | 59276 |
| Columbia Pipelines Operating Co LLC 6.544% 11/15/2053 (b) | 106000 | 106530 |
| DCP Midstream Operating LP 5.125% 5/15/2029  | 2200000 | 2219468 |
| Eastern Gas Transmission & Storage Inc 3% 11/15/2029  | 582000 | 543789 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 1000000 | 706377 |
| Energy Transfer LP 3.75% 5/15/2030  | 3554000 | 3362611 |
| Energy Transfer LP 6% 6/15/2048  | 800000 | 742819 |
| EQT Corp 5.75% 2/1/2034  | 2864000 | 2883112 |
| Florida Gas Transmission Co LLC 5.75% 7/15/2035 (b)(e) | 2667000 | 2683661 |
| Hess Corp 4.3% 4/1/2027  | 2575000 | 2564671 |
| Hess Corp 5.8% 4/1/2047  | 1135000 | 1094042 |
| Hess Corp 6% 1/15/2040  | 575000 | 590936 |
| Marathon Petroleum Corp 4.75% 9/15/2044  | 300000 | 241882 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 438000 | 435089 |
| Occidental Petroleum Corp 5.375% 1/1/2032  | 555000 | 535737 |
| Occidental Petroleum Corp 5.55% 10/1/2034  | 4906000 | 4637221 |
| ONEOK Inc 3.25% 6/1/2030  | 500000 | 462100 |
| ONEOK Inc 5.65% 9/1/2034  | 1881000 | 1868364 |
| Ovintiv Inc 5.15% 11/15/2041  | 136000 | 109570 |
| Ovintiv Inc 8.125% 9/15/2030  | 409000 | 456224 |
| Plains All American Pipeline LP / PAA Finance Corp 3.8% 9/15/2030  | 97000 | 91595 |
| Plains All American Pipeline LP / PAA Finance Corp 5.7% 9/15/2034  | 3920000 | 3890262 |
| Targa Resources Corp 5.5% 2/15/2035  | 1800000 | 1760995 |
| Targa Resources Corp 5.55% 8/15/2035  | 2400000 | 2353321 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 25000 | 23295 |
| Western Gas Partners LP 4.05% 2/1/2030 (f) | 4870000 | 4629591 |
| Western Gas Partners LP 5.3% 3/1/2048  | 477000 | 385182 |
| Western Gas Partners LP 6.15% 4/1/2033  | 735000 | 750741 |
| Western Gas Partners LP 6.35% 1/15/2029  | 182000 | 188962 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 913000 | 854350 |
| Williams Cos Inc/The 4.65% 8/15/2032  | 394000 | 381312 |
| Williams Cos Inc/The 5.3% 8/15/2052  | 89000 | 78732 |
| Williams Cos Inc/The 6.3% 4/15/2040  | 2000000 | 2071011 |
|  |  | 49764407 |
| Financials - 25.0% |  |  |
| Banks - 10.1% |  |  |
| Bank of America Corp 2.299% 7/21/2032 (d) | 1500000 | 1286968 |
| Bank of America Corp 2.676% 6/19/2041 (d) | 1030000 | 718194 |
| Bank of America Corp 2.972% 2/4/2033 (d) | 2500000 | 2203493 |
| Bank of America Corp 3.483% 3/13/2052 (d) | 950000 | 655444 |
| Bank of America Corp 4.271% 7/23/2029 (d) | 700000 | 692131 |
| Bank of America Corp 4.571% 4/27/2033 (d) | 1600000 | 1551942 |
| Bank of America Corp 5.015% 7/22/2033 (d) | 2000000 | 1993048 |
| Bank of America Corp 5.162% 1/24/2031 (d) | 3200000 | 3247412 |
| Bank of America Corp 5.202% 4/25/2029 (d) | 5000000 | 5080857 |
| Bank of America Corp 5.468% 1/23/2035 (d) | 1800000 | 1818826 |
| Citigroup Inc 4.075% 4/23/2029 (d) | 1600000 | 1574556 |
| Citigroup Inc 4.45% 9/29/2027  | 1200000 | 1195063 |
| Citigroup Inc 4.91% 5/24/2033 (d) | 599000 | 588852 |
| Citigroup Inc 6.174% 5/25/2034 (d) | 283000 | 289994 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 2015000 | 1650994 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (d) | 3000000 | 3003126 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (d) | 828000 | 845273 |
| Citizens Financial Group Inc 6.645% 4/25/2035 (d) | 1173000 | 1243685 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 300000 | 350348 |
| Huntington Bancshares Inc/OH 2.487% 8/15/2036 (d) | 932000 | 772597 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (d) | 104000 | 94693 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (d) | 2725000 | 2346913 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (d) | 600000 | 593672 |
| JPMorgan Chase & Co 4.603% 10/22/2030 (d) | 2144000 | 2131305 |
| JPMorgan Chase & Co 4.912% 7/25/2033 (d) | 3000000 | 2973099 |
| JPMorgan Chase & Co 4.946% 10/22/2035 (d) | 5685000 | 5516497 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (d) | 2000000 | 2031041 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (d) | 2500000 | 2570721 |
| PNC Financial Services Group Inc/The 5.068% 1/24/2034 (d) | 2200000 | 2173791 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (d) | 1300000 | 1320956 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (d) | 2300000 | 2315306 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (d) | 1220000 | 1255321 |
| PNC Financial Services Group Inc/The 6.875% 10/20/2034 (d) | 1200000 | 1315701 |
| Santander Holdings USA Inc 6.499% 3/9/2029 (d) | 443000 | 458883 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (d) | 1750000 | 1816030 |
| Truist Financial Corp 5.122% 1/26/2034 (d) | 700000 | 686274 |
| Truist Financial Corp 5.711% 1/24/2035 (d) | 2500000 | 2540290 |
| US Bancorp 5.775% 6/12/2029 (d) | 2000000 | 2064591 |
| Wells Fargo & Co 2.393% 6/2/2028 (d) | 800000 | 765676 |
| Wells Fargo & Co 4.478% 4/4/2031 (d) | 1000000 | 983299 |
| Wells Fargo & Co 5.013% 4/4/2051 (d) | 700000 | 614205 |
| Wells Fargo & Co 5.244% 1/24/2031 (d) | 928000 | 941819 |
| Wells Fargo & Co 5.389% 4/24/2034 (d) | 1300000 | 1305557 |
| Wells Fargo & Co 5.499% 1/23/2035 (d) | 1500000 | 1508511 |
| Wells Fargo & Co 5.557% 7/25/2034 (d) | 5300000 | 5367832 |
| Wells Fargo & Co 5.574% 7/25/2029 (d) | 1300000 | 1333655 |
| Wells Fargo & Co 6.491% 10/23/2034 (d) | 1750000 | 1876947 |
|  |  | 79665388 |
| Capital Markets - 6.5% |  |  |
| Ares Capital Corp 2.15% 7/15/2026  | 750000 | 726939 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 1500000 | 1474028 |
| Ares Strategic Income Fund 5.7% 3/15/2028  | 1450000 | 1452401 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 700000 | 693782 |
| Ares Strategic Income Fund 6.35% 8/15/2029  | 1470000 | 1490063 |
| Athene Global Funding 1.985% 8/19/2028 (b) | 1355000 | 1239306 |
| Athene Global Funding 2.5% 3/24/2028 (b) | 750000 | 704800 |
| Blackstone Holdings Finance Co LLC 2.8% 9/30/2050 (b) | 523000 | 303772 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 3700000 | 3696284 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 1143000 | 1161906 |
| GA Global Funding Trust 5.9% 1/13/2035 (b) | 2600000 | 2599037 |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (d) | 1850000 | 1803436 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (d) | 900000 | 890722 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (d) | 3000000 | 3021275 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 1324000 | 1323754 |
| HPS Corporate Lending Fund 5.95% 4/14/2032  | 600000 | 591376 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 3142000 | 3245201 |
| Morgan Stanley 1.794% 2/13/2032 (d) | 740000 | 623208 |
| Morgan Stanley 2.239% 7/21/2032 (d) | 1500000 | 1277424 |
| Morgan Stanley 3.622% 4/1/2031 (d) | 6000000 | 5689011 |
| Morgan Stanley 4.431% 1/23/2030 (d) | 111000 | 110078 |
| Morgan Stanley 4.654% 10/18/2030 (d) | 3200000 | 3178659 |
| Morgan Stanley 5.164% 4/20/2029 (d) | 2500000 | 2534889 |
| Morgan Stanley 5.23% 1/15/2031 (d) | 1341000 | 1360811 |
| Morgan Stanley 5.32% 7/19/2035 (d) | 2800000 | 2781745 |
| Morgan Stanley 5.424% 7/21/2034 (d) | 641000 | 646779 |
| Morgan Stanley 5.449% 7/20/2029 (d) | 316000 | 323221 |
| Nasdaq Inc 5.95% 8/15/2053  | 189000 | 187554 |
| Nasdaq Inc 6.1% 6/28/2063  | 151000 | 149457 |
| Nuveen LLC 5.55% 1/15/2030 (b) | 293000 | 302540 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 3296000 | 3334916 |
| Sammons Financial Group Global Funding 5.1% 12/10/2029 (b) | 862000 | 872497 |
| Sixth Street Specialty Lending Inc 5.625% 8/15/2030  | 1700000 | 1693255 |
|  |  | 51484126 |
| Consumer Finance - 1.6% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 2100000 | 2102452 |
| Ally Financial Inc 5.543% 1/17/2031 (d) | 95000 | 94818 |
| Ally Financial Inc 5.737% 5/15/2029 (d) | 480000 | 484701 |
| Ally Financial Inc 6.992% 6/13/2029 (d) | 1170000 | 1222393 |
| Ally Financial Inc 8% 11/1/2031  | 717000 | 802288 |
| American Express Co 5.085% 1/30/2031 (d) | 449000 | 455814 |
| Capital One Financial Corp 3.8% 1/31/2028  | 11000 | 10783 |
| Capital One Financial Corp 4.1% 2/9/2027  | 39000 | 38693 |
| Capital One Financial Corp 5.247% 7/26/2030 (d) | 662000 | 668003 |
| Capital One Financial Corp 5.468% 2/1/2029 (d) | 318000 | 323650 |
| Capital One Financial Corp 6.312% 6/8/2029 (d) | 1250000 | 1301861 |
| Capital One Financial Corp 7.624% 10/30/2031 (d) | 495000 | 552045 |
| Ford Motor Credit Co LLC 3.625% 6/17/2031  | 200000 | 172093 |
| Ford Motor Credit Co LLC 4.271% 1/9/2027  | 400000 | 391318 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 1850000 | 1822678 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029  | 2000000 | 1974931 |
|  |  | 12418521 |
| Financial Services - 2.5% |  |  |
| Aircastle Ltd / Aircastle Ireland DAC 5.25% 3/15/2030 (b) | 1250000 | 1244308 |
| Aon Corp / Aon Global Holdings PLC 2.6% 12/2/2031  | 404000 | 353230 |
| Aviation Capital Group LLC 6.75% 10/25/2028 (b) | 1300000 | 1373259 |
| Blackstone Reg Finance Co LLC 5% 12/6/2034  | 1000000 | 974989 |
| Corebridge Financial Inc 3.65% 4/5/2027  | 171000 | 168299 |
| Corebridge Financial Inc 3.85% 4/5/2029  | 168000 | 163013 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 45000 | 36892 |
| Corebridge Financial Inc 4.4% 4/5/2052  | 134000 | 103993 |
| Corebridge Financial Inc 6.05% 9/15/2033  | 1600000 | 1658793 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 700000 | 695266 |
| Equitable Holdings Inc 5% 4/20/2048  | 679000 | 582347 |
| Essent Group Ltd 6.25% 7/1/2029  | 1500000 | 1546243 |
| Fiserv Inc 3.5% 7/1/2029  | 271000 | 258352 |
| Jackson Financial Inc 3.125% 11/23/2031  | 2257000 | 1959833 |
| Jackson Financial Inc 4% 11/23/2051  | 800000 | 528143 |
| Jackson Financial Inc 5.17% 6/8/2027  | 181000 | 182399 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 2.5% 1/15/2027  | 1625000 | 1566751 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 3% 5/15/2032  | 1570000 | 1349541 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.5% 1/15/2030  | 512000 | 518177 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl 5.75% 4/1/2033  | 2089000 | 2116032 |
| Rexford Industrial Realty LP 2.15% 9/1/2031  | 599000 | 504337 |
| Sixth Street Lending Partners 6.125% 7/15/2030 (b) | 427000 | 431562 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 1751000 | 1796148 |
|  |  | 20111907 |
| Insurance - 4.3% |  |  |
| 200 Park Funding Trust 5.74% 2/15/2055 (b) | 2100000 | 2025113 |
| AmFam Holdings Inc 2.805% 3/11/2031 (b) | 950000 | 797269 |
| Arthur J Gallagher & Co 5% 2/15/2032  | 196000 | 196462 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 3300000 | 3247821 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 942000 | 873306 |
| Assurant Inc 2.65% 1/15/2032  | 2100000 | 1757010 |
| Athene Holding Ltd 3.45% 5/15/2052  | 700000 | 429993 |
| Athene Holding Ltd 3.95% 5/25/2051  | 316000 | 214729 |
| Athene Holding Ltd 5.875% 1/15/2034  | 423000 | 428387 |
| Athene Holding Ltd 6.65% 2/1/2033  | 3377000 | 3581582 |
| Five Corners Funding Trust II 2.85% 5/15/2030 (b) | 890000 | 819966 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 1255000 | 1270626 |
| Guardian Life Insurance Co of America/The 4.85% 1/24/2077 (b) | 400000 | 323086 |
| Hartford Insurance Group Inc/The 4.3% 4/15/2043  | 1025000 | 845726 |
| Liberty Mutual Group Inc 5.5% 6/15/2052 (b) | 946000 | 845137 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 834000 | 732453 |
| Massachusetts Mutual Life Insurance Co 3.729% 10/15/2070 (b) | 350000 | 223897 |
| MetLife Inc 5.375% 7/15/2033  | 2500000 | 2573739 |
| New York Life Insurance Co 4.45% 5/15/2069 (b) | 54000 | 40880 |
| Pacific LifeCorp 3.35% 9/15/2050 (b) | 700000 | 458783 |
| Peachtree Corners Funding Trust II 6.012% 5/15/2035 (b) | 4800000 | 4830330 |
| Pine Street Trust III 6.223% 5/15/2054 (b) | 2100000 | 2024887 |
| Prudential Financial Inc 6% 9/1/2052 (d) | 672000 | 670846 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 1700000 | 1722437 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 1095000 | 1096758 |
| Unum Group 4.125% 6/15/2051  | 2220000 | 1611250 |
|  |  | 33642473 |
| TOTAL FINANCIALS |  | 197322415 |
| Health Care - 4.0% |  |  |
| Biotechnology - 0.5% |  |  |
| Amgen Inc 5.25% 3/2/2030  | 222000 | 227607 |
| Amgen Inc 5.25% 3/2/2033  | 251000 | 253304 |
| Amgen Inc 5.65% 3/2/2053  | 818000 | 778673 |
| Amgen Inc 5.75% 3/2/2063  | 216000 | 204207 |
| Gilead Sciences Inc 5.5% 11/15/2054  | 1500000 | 1434031 |
| Gilead Sciences Inc 5.6% 11/15/2064  | 1500000 | 1426228 |
|  |  | 4324050 |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Becton Dickinson & Co 2.823% 5/20/2030  | 750000 | 685162 |
| Health Care Providers & Services - 2.7% |  |  |
| Centene Corp 2.5% 3/1/2031  | 650000 | 551900 |
| Centene Corp 2.625% 8/1/2031  | 2645000 | 2240358 |
| Centene Corp 3% 10/15/2030  | 1310000 | 1152376 |
| Centene Corp 4.25% 12/15/2027  | 1025000 | 1001093 |
| Centene Corp 4.625% 12/15/2029  | 585000 | 563356 |
| Cigna Group/The 3.4% 3/15/2050  | 500000 | 326370 |
| Cigna Group/The 4.375% 10/15/2028  | 561000 | 557870 |
| Cigna Group/The 4.8% 8/15/2038  | 1907000 | 1743943 |
| Cigna Group/The 4.9% 12/15/2048  | 7000 | 5932 |
| CVS Health Corp 5% 1/30/2029  | 202000 | 203364 |
| CVS Health Corp 5.05% 3/25/2048  | 3500000 | 2918134 |
| CVS Health Corp 5.125% 2/21/2030  | 2200000 | 2212538 |
| CVS Health Corp 5.25% 1/30/2031  | 83000 | 83694 |
| CVS Health Corp 5.3% 6/1/2033  | 1900000 | 1875556 |
| CVS Health Corp 5.875% 6/1/2053  | 1000000 | 919659 |
| CVS Health Corp 6.05% 6/1/2054  | 1400000 | 1320317 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 868000 | 889498 |
| Icon Investments Six DAC 6% 5/8/2034  | 1014000 | 1015046 |
| Sabra Health Care LP 3.2% 12/1/2031  | 588000 | 512115 |
| Sabra Health Care LP 3.9% 10/15/2029  | 123000 | 115337 |
| UnitedHealth Group Inc 4.75% 7/15/2045  | 950000 | 810578 |
|  |  | 21019034 |
| Pharmaceuticals - 0.7% |  |  |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 138000 | 119729 |
| Bristol-Myers Squibb Co 5.1% 2/22/2031  | 550000 | 563064 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 1100000 | 1108416 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 757000 | 718863 |
| Bristol-Myers Squibb Co 5.65% 2/22/2064  | 1100000 | 1040070 |
| Elanco Animal Health Inc 6.65% 8/28/2028 (d) | 1375000 | 1412883 |
| Perrigo Finance Unlimited Co 4.9% 6/15/2030 (f) | 600000 | 577627 |
|  |  | 5540652 |
| TOTAL HEALTH CARE |  | 31568898 |
| Industrials - 3.4% |  |  |
| Aerospace & Defense - 2.1% |  |  |
| Boeing Co 2.196% 2/4/2026  | 1200000 | 1178751 |
| Boeing Co 2.75% 2/1/2026  | 900000 | 887854 |
| Boeing Co 3.625% 2/1/2031  | 2000000 | 1864121 |
| Boeing Co 3.75% 2/1/2050  | 1150000 | 787863 |
| Boeing Co 5.04% 5/1/2027  | 900000 | 905407 |
| Boeing Co 5.15% 5/1/2030  | 2385000 | 2405910 |
| Boeing Co 5.805% 5/1/2050  | 500000 | 468215 |
| Boeing Co 6.298% 5/1/2029  | 161000 | 169338 |
| Boeing Co 6.388% 5/1/2031  | 122000 | 130171 |
| Boeing Co 6.528% 5/1/2034  | 1130000 | 1206130 |
| Boeing Co 6.858% 5/1/2054  | 646000 | 688965 |
| Boeing Co 7.008% 5/1/2064  | 2135000 | 2280662 |
| Hexcel Corp 5.875% 2/26/2035  | 450000 | 449220 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 1225000 | 951888 |
| RTX Corp 6.1% 3/15/2034  | 1100000 | 1171925 |
| RTX Corp 6.4% 3/15/2054  | 1000000 | 1066759 |
|  |  | 16613179 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp 5.9% 3/15/2034  | 50000 | 52533 |
| Carrier Global Corp 6.2% 3/15/2054  | 31000 | 32761 |
|  |  | 85294 |
| Ground Transportation - 0.2% |  |  |
| Burlington Northern Santa Fe LLC 4.7% 9/1/2045  | 500000 | 438927 |
| Norfolk Southern Corp 5.35% 8/1/2054  | 950000 | 887337 |
|  |  | 1326264 |
| Industrial Conglomerates - 0.0% |  |  |
| Trane Technologies Financing Ltd 4.5% 3/21/2049  | 300000 | 245728 |
| Machinery - 0.7% |  |  |
| AGCO Corp 5.8% 3/21/2034  | 1188000 | 1191354 |
| Ingersoll Rand Inc 5.314% 6/15/2031  | 1400000 | 1432840 |
| Ingersoll Rand Inc 5.4% 8/14/2028  | 629000 | 645878 |
| Ingersoll Rand Inc 5.45% 6/15/2034  | 1400000 | 1413719 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 697000 | 717333 |
|  |  | 5401124 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2019-1 Class B Pass Through Trust equipment trust certificate 3.85% 8/15/2029  | 115010 | 110424 |
| United Airlines 2019-1 Class A Pass Through Trust 4.55% 2/25/2033  | 141633 | 130344 |
| United Airlines 2019-2 Class B Pass Through Trust equipment trust certificate 3.5% 11/1/2029  | 68341 | 65199 |
|  |  | 305967 |
| Professional Services - 0.2% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 1488000 | 1498958 |
| Paychex Inc 5.1% 4/15/2030  | 68000 | 68881 |
| Paychex Inc 5.35% 4/15/2032  | 94000 | 95396 |
| Paychex Inc 5.6% 4/15/2035  | 74000 | 75245 |
|  |  | 1738480 |
| Trading Companies & Distributors - 0.2% |  |  |
| Ferguson Enterprises Inc 5% 10/3/2034  | 1236000 | 1189847 |
| TOTAL INDUSTRIALS |  | 26905883 |
| Information Technology - 4.9% |  |  |
| Electronic Equipment, Instruments & Components - 1.0% |  |  |
| Amphenol Corp 5.25% 4/5/2034  | 937000 | 948074 |
| Dell International LLC / EMC Corp 3.45% 12/15/2051  | 253000 | 167419 |
| Dell International LLC / EMC Corp 4.35% 2/1/2030  | 2100000 | 2063555 |
| Dell International LLC / EMC Corp 6.2% 7/15/2030  | 950000 | 1006227 |
| Vontier Corp 1.8% 4/1/2026  | 3000000 | 2925416 |
| Vontier Corp 2.95% 4/1/2031  | 1169000 | 1029519 |
|  |  | 8140210 |
| IT Services - 0.4% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 1054000 | 1020673 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 589000 | 588202 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 1800000 | 1773133 |
|  |  | 3382008 |
| Semiconductors & Semiconductor Equipment - 2.4% |  |  |
| Broadcom Inc 1.95% 2/15/2028 (b) | 854000 | 802267 |
| Broadcom Inc 2.45% 2/15/2031 (b) | 460000 | 406701 |
| Broadcom Inc 2.6% 2/15/2033 (b) | 1617000 | 1365040 |
| Broadcom Inc 3.469% 4/15/2034 (b) | 1500000 | 1317536 |
| Broadcom Inc 3.5% 2/15/2041 (b) | 371000 | 287572 |
| Broadcom Inc 3.75% 2/15/2051 (b) | 174000 | 125855 |
| Broadcom Inc 5.05% 7/12/2029  | 1105000 | 1124788 |
| Broadcom Inc 5.15% 11/15/2031  | 1800000 | 1832459 |
| Marvell Technology Inc 2.45% 4/15/2028  | 1500000 | 1414144 |
| Marvell Technology Inc 5.75% 2/15/2029  | 750000 | 775675 |
| Marvell Technology Inc 5.95% 9/15/2033  | 591000 | 610351 |
| Micron Technology Inc 2.703% 4/15/2032  | 1100000 | 937664 |
| Micron Technology Inc 5.3% 1/15/2031  | 1556000 | 1565631 |
| Micron Technology Inc 5.65% 11/1/2032  | 1500000 | 1524269 |
| Micron Technology Inc 5.8% 1/15/2035  | 2600000 | 2620331 |
| Micron Technology Inc 6.05% 11/1/2035  | 1500000 | 1529571 |
| NVIDIA Corp 3.7% 4/1/2060  | 1050000 | 753430 |
|  |  | 18993284 |
| Software - 1.0% |  |  |
| AppLovin Corp 5.125% 12/1/2029  | 600000 | 603985 |
| AppLovin Corp 5.375% 12/1/2031  | 1900000 | 1917597 |
| Oracle Corp 2.3% 3/25/2028  | 529000 | 499712 |
| Oracle Corp 2.875% 3/25/2031  | 1300000 | 1171997 |
| Oracle Corp 3.95% 3/25/2051  | 1880000 | 1344424 |
| Oracle Corp 4% 11/15/2047  | 375000 | 278375 |
| Roper Technologies Inc 2% 6/30/2030  | 2035000 | 1789002 |
|  |  | 7605092 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Apple Inc 2.8% 2/8/2061  | 700000 | 405384 |
| TOTAL INFORMATION TECHNOLOGY |  | 38525978 |
| Materials - 0.8% |  |  |
| Chemicals - 0.8% |  |  |
| Celanese US Holdings LLC 6.415% 7/15/2027 (d) | 1273000 | 1305207 |
| Celanese US Holdings LLC 7.2% 11/15/2033 (d) | 1866000 | 1947927 |
| Dow Chemical Co/The 5.15% 2/15/2034  | 1900000 | 1859543 |
| International Flavors & Fragrances Inc 1.832% 10/15/2027 (b) | 475000 | 443261 |
| International Flavors & Fragrances Inc 5% 9/26/2048  | 518000 | 425027 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 375000 | 307036 |
| Westlake Corp 3.375% 6/15/2030  | 900000 | 840351 |
|  |  | 7128352 |
| Containers & Packaging - 0.0% |  |  |
| Avery Dennison Corp 4.875% 12/6/2028  | 50000 | 50461 |
| TOTAL MATERIALS |  | 7178813 |
| Real Estate - 5.6% |  |  |
| Diversified REITs - 1.4% |  |  |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 2763000 | 2695183 |
| Piedmont Operating Partnership LP 2.75% 4/1/2032  | 86000 | 69130 |
| Piedmont Operating Partnership LP 6.875% 7/15/2029  | 265000 | 274313 |
| Store Capital LLC 2.7% 12/1/2031  | 1675000 | 1401410 |
| VICI Properties LP 4.75% 2/15/2028  | 378000 | 378104 |
| VICI Properties LP 4.95% 2/15/2030  | 1100000 | 1091357 |
| VICI Properties LP 5.125% 11/15/2031  | 1200000 | 1183316 |
| VICI Properties LP 5.125% 5/15/2032  | 1615000 | 1582517 |
| VICI Properties LP 5.75% 4/1/2034  | 69000 | 69235 |
| Vornado Realty LP 2.15% 6/1/2026  | 103000 | 99593 |
| Vornado Realty LP 3.4% 6/1/2031  | 372000 | 319726 |
| WP Carey Inc 2.4% 2/1/2031  | 348000 | 301876 |
| WP Carey Inc 4.25% 10/1/2026  | 450000 | 447264 |
|  |  | 9913024 |
| Health Care REITs - 1.1% |  |  |
| Alexandria Real Estate Equities Inc 1.875% 2/1/2033  | 950000 | 739712 |
| Omega Healthcare Investors Inc 3.25% 4/15/2033  | 2278000 | 1925820 |
| Omega Healthcare Investors Inc 3.375% 2/1/2031  | 1402000 | 1264920 |
| Omega Healthcare Investors Inc 4.5% 4/1/2027  | 1000000 | 997641 |
| Ventas Realty LP 2.5% 9/1/2031  | 729000 | 633725 |
| Ventas Realty LP 5% 1/15/2035  | 2000000 | 1923154 |
| Ventas Realty LP 5.1% 7/15/2032  | 750000 | 748067 |
| Welltower OP LLC 4.125% 3/15/2029  | 675000 | 666692 |
|  |  | 8899731 |
| Office REITs - 0.9% |  |  |
| COPT Defense Properties LP 2% 1/15/2029  | 904000 | 809877 |
| COPT Defense Properties LP 2.25% 3/15/2026  | 52000 | 50909 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 414000 | 359326 |
| COPT Defense Properties LP 2.9% 12/1/2033  | 1836000 | 1480914 |
| Hudson Pacific Properties LP 3.95% 11/1/2027  | 3400000 | 2974747 |
| Hudson Pacific Properties LP 5.95% 2/15/2028  | 1900000 | 1633535 |
|  |  | 7309308 |
| Real Estate Management & Development - 0.2% |  |  |
| Brandywine Operating Partnership LP 8.3% 3/15/2028  | 412000 | 431943 |
| Brandywine Operating Partnership LP 8.875% 4/12/2029  | 373000 | 397199 |
| Tanger Properties LP 2.75% 9/1/2031  | 596000 | 515025 |
| Tanger Properties LP 3.125% 9/1/2026  | 497000 | 486119 |
|  |  | 1830286 |
| Residential REITs - 1.0% |  |  |
| American Homes 4 Rent LP 5.5% 7/15/2034  | 584000 | 581600 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 600000 | 502324 |
| Invitation Homes Operating Partnership LP 4.15% 4/15/2032  | 269000 | 250595 |
| Invitation Homes Operating Partnership LP 4.875% 2/1/2035  | 3333000 | 3171275 |
| Sun Communities Operating LP 2.3% 11/1/2028  | 97000 | 89826 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 250000 | 217781 |
| Sun Communities Operating LP 4.2% 4/15/2032  | 1800000 | 1683122 |
| UDR Inc 2.1% 6/15/2033  | 374000 | 294998 |
| UDR Inc 2.1% 8/1/2032  | 939000 | 760950 |
|  |  | 7552471 |
| Retail REITs - 1.0% |  |  |
| Agree LP 2% 6/15/2028  | 2100000 | 1949330 |
| Agree LP 4.8% 10/1/2032  | 1065000 | 1033905 |
| Agree LP 5.6% 6/15/2035  | 513000 | 514738 |
| Agree LP 5.625% 6/15/2034  | 1400000 | 1411782 |
| Brixmor Operating Partnership LP 2.25% 4/1/2028  | 410000 | 384189 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 148000 | 141793 |
| Kite Realty Group LP 5.5% 3/1/2034  | 90000 | 89532 |
| Kite Realty Group Trust 4.75% 9/15/2030  | 277000 | 272861 |
| NNN REIT Inc 5.6% 10/15/2033  | 1900000 | 1926559 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.95% 1/15/2035  | 263000 | 250416 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.75% 7/15/2034  | 92000 | 92692 |
| Realty Income Corp 2.85% 12/15/2032  | 30000 | 25897 |
| Realty Income Corp 3.25% 1/15/2031  | 30000 | 27710 |
|  |  | 8121404 |
| Specialized REITs - 0.0% |  |  |
| Crown Castle Inc 3.25% 1/15/2051  | 450000 | 283674 |
| TOTAL REAL ESTATE |  | 43909898 |
| Utilities - 8.9% |  |  |
| Electric Utilities - 5.8% |  |  |
| Alabama Power Co 3.05% 3/15/2032  | 380000 | 341326 |
| Alabama Power Co 5.1% 4/2/2035  | 682000 | 677127 |
| American Transmission Systems Inc 2.65% 1/15/2032 (b) | 1148000 | 995315 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026  | 2790000 | 2757503 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 750000 | 621116 |
| Consolidated Edison Co of New York Inc 5.125% 3/15/2035  | 4500000 | 4474778 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 1300000 | 1314715 |
| Consolidated Edison Co of New York Inc 5.5% 3/15/2055  | 1500000 | 1410571 |
| Duke Energy Carolinas LLC 6.1% 6/1/2037  | 3000000 | 3133333 |
| Duke Energy Corp 2.45% 6/1/2030  | 70000 | 62885 |
| Duke Energy Corp 4.5% 8/15/2032  | 1240000 | 1192151 |
| Duke Energy Corp 5% 8/15/2052  | 3150000 | 2660039 |
| Duke Energy Ohio Inc 5.25% 4/1/2033  | 2500000 | 2530653 |
| Duquesne Light Holdings Inc 2.532% 10/1/2030 (b) | 293000 | 255977 |
| Duquesne Light Holdings Inc 2.775% 1/7/2032 (b) | 266000 | 226832 |
| Duquesne Light Holdings Inc 3.616% 8/1/2027 (b) | 1810000 | 1749045 |
| Entergy Corp 2.8% 6/15/2030  | 72000 | 65471 |
| Exelon Corp 3.35% 3/15/2032  | 1602000 | 1454517 |
| Exelon Corp 4.1% 3/15/2052  | 76000 | 56524 |
| Exelon Corp 4.7% 4/15/2050  | 800000 | 652120 |
| Exelon Corp 5.1% 6/15/2045  | 370000 | 326264 |
| Exelon Corp 5.45% 3/15/2034  | 1400000 | 1415729 |
| Exelon Corp 5.6% 3/15/2053  | 1400000 | 1300847 |
| FirstEnergy Corp 2.25% 9/1/2030  | 534000 | 467918 |
| FirstEnergy Corp 2.65% 3/1/2030  | 2150000 | 1952140 |
| FirstEnergy Corp 3.4% 3/1/2050  | 1900000 | 1239872 |
| FirstEnergy Corp 3.9% 7/15/2027 (f) | 900000 | 887117 |
| Georgia Power Co 5.25% 3/15/2034  | 1400000 | 1407510 |
| IPALCO Enterprises Inc 5.75% 4/1/2034  | 600000 | 592059 |
| ITC Holdings Corp 5.65% 5/9/2034 (b) | 2000000 | 2013031 |
| Monongahela Power Co 5.85% 2/15/2034 (b) | 875000 | 895714 |
| Ohio Edison Co 4.95% 12/15/2029 (b) | 808000 | 814464 |
| Pacific Gas and Electric Co 5.9% 10/1/2054  | 852000 | 763060 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 351000 | 353690 |
| Pinnacle West Capital Corp 5.15% 5/15/2030  | 375000 | 379284 |
| PPL Capital Funding Inc 5.25% 9/1/2034  | 1250000 | 1237465 |
| Southern Co/The 4.4% 7/1/2046  | 700000 | 565256 |
| Southern Co/The 4.85% 3/15/2035  | 1700000 | 1636040 |
| Southern Co/The 5.7% 3/15/2034  | 380000 | 391134 |
| Virginia Electric and Power Co 5.55% 8/15/2054  | 396000 | 370082 |
|  |  | 45640674 |
| Gas Utilities - 0.6% |  |  |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 2000000 | 2040175 |
| Southern Co Gas Capital Corp 4.4% 5/30/2047  | 625000 | 493161 |
| Southern Co Gas Capital Corp 5.75% 9/15/2033  | 1800000 | 1853521 |
|  |  | 4386857 |
| Independent Power and Renewable Electricity Producers - 0.6% |  |  |
| AES Corp/The 1.375% 1/15/2026  | 290000 | 283413 |
| AES Corp/The 2.45% 1/15/2031  | 4555000 | 3894927 |
| AES Corp/The 3.95% 7/15/2030 (b) | 593000 | 553419 |
|  |  | 4731759 |
| Multi-Utilities - 1.9% |  |  |
| Berkshire Hathaway Energy Co 4.6% 5/1/2053  | 2000000 | 1618057 |
| NiSource Inc 2.95% 9/1/2029  | 229000 | 214401 |
| NiSource Inc 3.6% 5/1/2030  | 950000 | 903990 |
| NiSource Inc 4.375% 5/15/2047  | 650000 | 519241 |
| NiSource Inc 4.8% 2/15/2044  | 500000 | 432078 |
| NiSource Inc 5.25% 3/30/2028  | 4295000 | 4377715 |
| Puget Energy Inc 2.379% 6/15/2028  | 2000000 | 1876226 |
| Puget Energy Inc 4.1% 6/15/2030  | 1023000 | 974179 |
| Puget Energy Inc 4.224% 3/15/2032  | 1344000 | 1238431 |
| Puget Energy Inc 5.725% 3/15/2035 (b) | 2042000 | 2021812 |
| Sempra 3.8% 2/1/2038  | 1500000 | 1213450 |
|  |  | 15389580 |
| TOTAL UTILITIES |  | 70148870 |
| TOTAL UNITED STATES |  | 528563424 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $699,053,568) |  | <br> **665916506** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** | &nbsp;&nbsp;**Preferred Securities - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Enbridge Inc 5.75% 7/15/2080 (d) | 753000 | 743849 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS Group AG 4.875% (b)(d)(g) | 950000 | 929031 |
| <br> **TOTAL PREFERRED SECURITIES**<br> (Cost $1,705,128) |  | <br> **1672880** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 9.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 9.5%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.75% 8/15/2041  | 1.97 | 2500000 | 1623926 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.05 to 2.19 | 2943000 | 1982156 |
| US Treasury Bonds 2% 11/15/2041  | 1.86 | 2000000 | 1347891 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.26 to 4.57 | 5100000 | 4560516 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.37 to 4.84 | 27632800 | 25793492 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.47 to 5.09 | 24700000 | 23560853 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.91 | 15200000 | 14810500 |
| US Treasury Notes 4.5% 11/15/2033  | 3.92 | 1500000 | 1522382 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $79,817,040) |  |  | **75201716** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.9%** | &nbsp;&nbsp;**Money Market Funds - 2.9%** | &nbsp;&nbsp;**Money Market Funds - 2.9%** | &nbsp;&nbsp;**Money Market Funds - 2.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i)<br>(Cost $22,984,693)<br>| 4.32 | 22980107 | **22984703** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 97.6%**<br> (Cost $808,872,497)<br>| <br>**770964627** |
| **NET OTHER ASSETS (LIABILITIES) - 2.4%**  | **19121590** |
| **NET ASSETS - 100.0%** | **790086217** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $141,709,667 or 17.9% of net assets.

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

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

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

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

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 11446553 | 167487191 | 155949041 | 610021 | - | - | 22984703 | 22980107 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | - | 25953178 | 25953178 | 362 | - | - | - | - | 0.0% |
| Total | 11446553 | 193440369 | 181902219 | 610383 | - | - | 22984703 |  |  |

---

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

Amounts in the dividend income column for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium income received for lending certain types of securities.

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000062809

- **c. LEI of Series:** 549300KINIJLWCPYK071

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $765245039.75

**Total Liabilities:** $6617591.05

**Net Assets:** $758627448.70

**Delayed Delivery Securities:** $2658892.32

**Cash Not Reported:** $711469.90

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29841.86478494 | **1-Year:** 103563.80582108 | **5-Year:** 182774.72723918 | **10-Year:** 134420.71299807 | **30-Year:** 78831.93859538

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

- **3-Month:** 759.84410200 | **1-Year:** 2018.36144462 | **5-Year:** 1120.80024373 | **10-Year:** 8.15432000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203456 | -0.23%               | -0.14%               | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1499346.98             | $-3758484.58                               |
| Month 2  | $-783581.92              | $-2882197.85                               |
| Month 3  | $-2041800.26             | $-633807.40                                |

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.575%/VAR 01/29/2036                                              | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2315305.65   | 0.31%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 5.1% 07/15/2032                                                       | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748066.50    | 0.10%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE CO OF AMERICA/THE                                       | GUARDIAN LIFE INSURANCE CO OF AMERICA/THE 4.85% 01/24/2077 144A                                   | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    400000 | PA      | $323085.50    | 0.04%             | 2077-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.5% 08/15/2032                                                              | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1192151.19   | 0.16%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 7.008% 05/01/2064                                                                       | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2280661.85   | 0.30%             | 2064-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 5% 09/26/2048                                                    | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    518000 | PA      | $425026.57    | 0.06%             | 2048-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.388% 05/01/2031                                                                       | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    122000 | PA      | $130170.90    | 0.02%             | 2031-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.55% 02/22/2054                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    757000 | PA      | $718863.28    | 0.09%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                     | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24700000 | PA      | $23560853.29  | 3.11%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.25% 06/01/2030                                                                        | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $462100.57    | 0.06%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | CREDIT AGRICOLE SA 2.811% 01/11/2041 144A                                                         | CUSIP: 225313AN5<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    444000 | PA      | $297401.76    | 0.04%             | 2041-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 4.932%/VAR 10/16/2030 144A                                                       | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   6373000 | PA      | $6394903.55   | 0.84%             | 2030-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    181000 | PA      | $182398.72    | 0.02%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 3.45% 12/15/2051                                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    253000 | PA      | $167419.41    | 0.02%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.389%/VAR 04/24/2034                                                      | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1305557.02   | 0.17%             | 2034-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     86000 | PA      | $69130.07     | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 5.85% 03/18/2029                                                                   | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1320784.01   | 0.17%             | 2029-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                              | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110078.43    | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.7% 03/15/2032                                                                  | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1201024.17   | 0.16%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.7% 03/15/2028                                                        | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1452401.19   | 0.19%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2% 06/30/2030                                                              | CUSIP: 776743AJ5<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1789002.26   | 0.24%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.487%/VAR 08/15/2036                                                | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    932000 | PA      | $772597.37    | 0.10%             | 2036-08-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.848%/VAR 06/04/2031                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1622799.88   | 0.21%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.8% 03/22/2030                                                                    | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586618.93    | 0.08%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 4.25% 10/01/2026                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447263.77    | 0.06%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                | BAYER US FIN LLC 6.5% 11/21/2033 144A                                                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4477202.61   | 0.59%             | 2033-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    641000 | PA      | $646778.98    | 0.09%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.8% 03/15/2032                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    238000 | PA      | $217962.10    | 0.03%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.3% 08/15/2052                                                                  | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     89000 | PA      | $78732.02     | 0.01%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.737%/VAR 05/15/2029                                                               | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    480000 | PA      | $484701.34    | 0.06%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 1.95% 02/15/2028 144A                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    854000 | PA      | $802266.82    | 0.11%             | 2028-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.15% 09/30/2030                               | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1900728.95   | 0.25%             | 2030-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                     | COMMONWEALTH BANK AUSTRALIA 3.784% 03/14/2032 144A                                                | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1280000 | PA      | $1169184.90   | 0.15%             | 2032-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.1% 03/15/2052                                                                       | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     76000 | PA      | $56524.65     | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.65% 03/24/2026                                                         | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $997190.33    | 0.13%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.557%/VAR 07/25/2034                                                      | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5367832.10   | 0.71%             | 2034-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.3% 06/01/2033                                                                   | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1875555.89   | 0.25%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                  | BRANDYWINE OPER PARTNERSHIP LP 8.875% 04/12/2029                                                  | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    373000 | PA      | $397199.49    | 0.05%             | 2029-04-12      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.7% 03/22/2061                                                        | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $875834.47    | 0.12%             | 2061-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 5.25% 04/01/2033                                                             | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530652.73   | 0.33%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.125% 05/15/2029                                                           | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2219467.84   | 0.29%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.9% 01/23/2031                                                    | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    525000 | PA      | $535284.86    | 0.07%             | 2031-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 6.312%/VAR 06/08/2029                                                  | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1301860.71   | 0.17%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.375% 05/15/2047                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    650000 | PA      | $519241.11    | 0.07%             | 2047-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                       | AGCO CORP 5.8% 03/21/2034                                                                         | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1191354.18   | 0.16%             | 2034-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.15% 03/22/2030                                                       | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44070.03     | 0.01%             | 2030-03-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.6% 12/02/2031                                                | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $353230.42    | 0.05%             | 2031-12-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 2.95% 07/15/2030                                                      | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1071000 | PA      | $970665.76    | 0.13%             | 2030-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890722.38    | 0.12%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 01/30/2029                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    202000 | PA      | $203364.19    | 0.03%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.25% 01/15/2031                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27710.06     | 0.00%             | 2031-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.6% 05/01/2053                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1618057.04   | 0.21%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 05/15/2032                                                              | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1582515.73   | 0.21%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                       | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973099.27   | 0.39%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    952000 | PA      | $839020.54    | 0.11%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.239%/VAR 07/21/2032                                                              | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1277424.03   | 0.17%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                         | KITE RLTY GROUP TRUST 4.75% 09/15/2030                                                            | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    277000 | PA      | $272861.13    | 0.04%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 3% 01/22/2030 144A                                                        | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    430000 | PA      | $394911.06    | 0.05%             | 2030-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99593.37     | 0.01%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.355% 03/15/2032                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2558591.31   | 0.34%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.25% 06/15/2037                                                               | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    413000 | PA      | $382375.96    | 0.05%             | 2037-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.849% 05/08/2029                                     | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    868000 | PA      | $889498.36    | 0.12%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.4% 10/29/2033                                | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    526000 | PA      | $452916.91    | 0.06%             | 2033-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.6% 03/15/2053                                                                       | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1300847.24   | 0.17%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.126%/VAR 08/13/2030 144A                                                           | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    613000 | PA      | $572807.63    | 0.08%             | 2030-08-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION CO LLC                                                 | FLORIDA GAS TRANSMISSION CO LLC 5.75% 07/15/2035 144A                                             | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2683661.26   | 0.35%             | 2035-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4803000 | PA      | $5024751.00   | 0.66%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2203492.93   | 0.29%             | 2033-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.775%/VAR 06/12/2029                                                              | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064590.58   | 0.27%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                           | INTACT FINL CORP 5.459% 09/22/2032 144A                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1117000 | PA      | $1116618.41   | 0.15%             | 2032-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 5.545%/VAR 01/21/2029 144A                                                 | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1088000 | PA      | $1105650.26   | 0.15%             | 2029-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2027                                                                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887116.91    | 0.12%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1803436.35   | 0.24%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 07/15/2034                                                          | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    584000 | PA      | $581599.50    | 0.08%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.5% 04/01/2051                                                                     | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    975000 | PA      | $647358.38    | 0.09%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.449%/VAR 07/20/2029                                                              | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $323221.00    | 0.04%             | 2029-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 5.5% 06/26/2034 144A                                                         | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1452000 | PA      | $1453917.35   | 0.19%             | 2034-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.439% 10/06/2048                                                  | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416273.70    | 0.05%             | 2048-10-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.875% 05/01/2030                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    470000 | PA      | $430439.38    | 0.06%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                         | EMPOWER FINANCE 2020 LP 1.776% 03/17/2031 144A                                                    | CUSIP: 29248HAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $278193.75    | 0.04%             | 2031-03-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    596000 | PA      | $515025.01    | 0.07%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.469% 04/15/2034 144A                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1317536.18   | 0.17%             | 2034-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029                                                     | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    443000 | PA      | $458882.68    | 0.06%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 6.875% 07/15/2029                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    265000 | PA      | $274313.38    | 0.04%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1876946.66   | 0.25%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.259% 03/25/2028                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1151920.59   | 0.15%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031                                                      | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983298.59    | 0.13%             | 2031-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                            | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1182000 | PA      | $1157383.89   | 0.15%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.695% 10/01/2054 144A                                        | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1315230.68   | 0.17%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.468%/VAR 01/23/2035                                                 | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1818825.77   | 0.24%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.9% 03/15/2049                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    834000 | PA      | $732452.77    | 0.10%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.1% 12/10/2029 144A                                       | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    862000 | PA      | $872496.56    | 0.12%             | 2029-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1714702.93   | 0.23%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.45% 03/15/2034                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1415728.50   | 0.19%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    440000 | PA      | $455482.41    | 0.06%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA PWR CO                                                              | MONONGAHELA PWR CO 5.85% 02/15/2034 144A                                                          | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $895713.96    | 0.12%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                    | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                                | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1270625.50   | 0.17%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.3% 03/26/2034 144A                                                              | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $807750.01    | 0.11%             | 2034-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1155290.04   | 0.15%             | 2032-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 11/02/2033                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1230024.14   | 0.16%             | 2033-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                     | SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A                                                | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $197269.00    | 0.03%             | 2049-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.253%/VAR 03/05/2031                                                  | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003126.33   | 0.40%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 4% 11/23/2051                                                               | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    800000 | PA      | $528143.45    | 0.07%             | 2051-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.574%/VAR 07/25/2029                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1333654.79   | 0.18%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.65% 08/15/2032                                                                 | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    394000 | PA      | $381312.08    | 0.05%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.438% 04/03/2034                                                          | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1700000 | PA      | $1702108.00   | 0.22%             | 2034-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    271000 | PA      | $258352.21    | 0.03%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2757503.39   | 0.36%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3.9% 11/15/2049                                          | CUSIP: 276480AB6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $706376.71    | 0.09%             | 2049-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    216000 | PA      | $204207.59    | 0.03%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.875% 02/01/2035                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3171275.44   | 0.42%             | 2035-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 5.75% 06/06/2028                               | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1233116.42   | 0.16%             | 2028-06-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.375% 10/15/2028                                                               | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    561000 | PA      | $557869.91    | 0.07%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 3.616% 08/01/2027 144A                                                   | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1749044.74   | 0.23%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.35% 02/01/2030                                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2063554.67   | 0.27%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 4.7% 09/01/2045                                                    | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $438926.95    | 0.06%             | 2045-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.875%/VAR PERP 144A                                                                 | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    950000 | PA      | $915085.98    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 2.5% 01/15/2027                             | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1625000 | PA      | $1566751.39   | 0.21%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FIN NETH III B V                                            | TEVA PHARMACEUTICAL FIN NETH III B V 6% 12/01/2032                                                | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201788.80    | 0.03%             | 2032-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.75% 07/15/2034                        | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92692.44     | 0.01%             | 2034-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063   | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $368314.98    | 0.05%             | 2063-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.565%/VAR 06/12/2029                                                     | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1816029.93   | 0.24%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                | ABN AMRO BANK NV 5.515%/VAR 12/03/2035 144A                                                       | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5100000 | PA      | $5111039.21   | 0.67%             | 2035-12-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.15% 11/15/2031                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1832458.81   | 0.24%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.036% 11/15/2033 144A                                        | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $202773.51    | 0.03%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | JAPAN TOBACCO INC 5.21% 06/15/2030 144A                                                           | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1530803.06   | 0.20%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                          | FIVE CORNERS FND TR II 2.85% 05/15/2030 144A                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $819966.49    | 0.11%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.85% 10/29/2041                               | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    860000 | PA      | $669407.27    | 0.09%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.927% 08/15/2030 144A                                        | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $75846.62     | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    148000 | PA      | $141793.00    | 0.02%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.3% 03/25/2028                                                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    529000 | PA      | $499711.67    | 0.07%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.5% 11/15/2030                                                                  | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    913000 | PA      | $854349.98    | 0.11%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 5.8% 04/01/2047                                                                         | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1094041.83   | 0.14%             | 2047-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.6% 11/15/2064                                                               | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426227.95   | 0.19%             | 2064-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.75% 04/01/2033                            | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2089000 | PA      | $2116031.66   | 0.28%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.375% 12/01/2031                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917597.36   | 0.25%             | 2031-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 3.132%/VAR 01/20/2033 144A                                                            | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $1091846.25   | 0.14%             | 2033-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $761414.16    | 0.10%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.544% 11/15/2053 144A                                        | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106529.85    | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.9% 10/15/2029                                                              | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    123000 | PA      | $115337.65    | 0.02%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.15% 04/01/2033                                                          | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    735000 | PA      | $750741.43    | 0.10%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.028% 07/30/2054 144A                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    723365 | PA      | $729994.13    | 0.10%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 6.645%/VAR 04/25/2035                                                  | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $1243685.45   | 0.16%             | 2035-04-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                        | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 2% 12/14/2026 144A                                       | CUSIP: 233853AF7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1227154.78   | 0.16%             | 2026-12-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2% 06/15/2028                                                                            | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1949329.73   | 0.26%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01/15/2035                                                   | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040175.64   | 0.27%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.55% 02/15/2055                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    942000 | PA      | $873305.50    | 0.12%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.875% 03/25/2031                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1171997.07   | 0.15%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                       | STELLANTIS FINANCE US INC 5.75% 03/18/2030 144A                                                   | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1752088.34   | 0.23%             | 2030-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.068%/VAR 01/24/2034                                              | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2173790.94   | 0.29%             | 2034-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.571%/VAR 04/27/2033                                                 | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1551941.55   | 0.20%             | 2033-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6.421% 08/02/2033                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1393607.22   | 0.18%             | 2033-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.15% 07/15/2026                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $726938.99    | 0.10%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PINE STR TR III                                                                 | PINE STR TR III 6.223% 05/15/2054 144A                                                            | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2024886.70   | 0.27%             | 2054-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS                                                                | SMITHFIELD FOODS 3% 10/15/2030 144A                                                               | CUSIP: 832248BC1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1275802.05   | 0.17%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.2% 03/21/2032                                                        | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693782.18    | 0.09%             | 2032-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.357%/VAR 08/18/2031                                                           | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1002000 | PA      | $878256.80    | 0.12%             | 2031-08-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 6.35% 08/15/2029                                                       | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1490062.62   | 0.20%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                       | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $621115.97    | 0.08%             | 2046-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.6% 02/15/2033 144A                                                                 | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1617000 | PA      | $1365039.59   | 0.18%             | 2033-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.692%/VAR 09/13/2034                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1933320.10   | 0.25%             | 2034-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.95% 04/01/2031                                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1029519.36   | 0.14%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468215.15    | 0.06%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 6.875%/VAR 10/20/2034                                              | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1315700.86   | 0.17%             | 2034-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.24%/VAR 05/13/2031                                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1908570.31   | 0.25%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 3.4% 06/01/2031                                                                 | CUSIP: 929043AL1<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    372000 | PA      | $319725.99    | 0.04%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1626916.27   | 0.21%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                                           | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $781492.80    | 0.10%             | 2027-02-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 5.625% 06/15/2034                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411782.33   | 0.19%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2570720.85   | 0.34%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028                                                      | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     97000 | PA      | $89825.68     | 0.01%             | 2028-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.125% 09/01/2026                                                            | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    497000 | PA      | $486118.97    | 0.06%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.4% 03/15/2054                                                                          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1066759.53   | 0.14%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 2.379% 06/15/2028                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1876226.04   | 0.25%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.03% 10/15/2047                                                            | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $951887.79    | 0.13%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 2.15% 09/01/2031                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    599000 | PA      | $504336.95    | 0.07%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529570.58   | 0.20%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                | ESSENT GROUP LTD 6.25% 07/01/2029                                                                 | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   1500000 | PA      | $1546242.74   | 0.20%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.55% 08/15/2054                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    396000 | PA      | $370082.01    | 0.05%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2211000 | PA      | $1217259.48   | 0.16%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.95% 09/10/2034                               | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1640000 | PA      | $1573942.34   | 0.21%             | 2034-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION and STORAGE INC                                        | EASTERN GAS TRANSMISSION and STORAGE INC 3% 11/15/2029                                            | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    582000 | PA      | $543789.52    | 0.07%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | JAPAN TOBACCO INC 5.856% 06/15/2035 144A                                                          | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1546593.11   | 0.20%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.75% 02/15/2051 144A                                                                | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    174000 | PA      | $125855.99    | 0.02%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 4.875% 12/06/2028                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50462.17     | 0.01%             | 2028-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     52000 | PA      | $50909.66     | 0.01%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 3.75% 05/15/2030                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3554000 | PA      | $3362610.84   | 0.44%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035 144A                                                 | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1996826.16   | 0.26%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 4.4% 05/30/2047                                                               | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    625000 | PA      | $493160.54    | 0.07%             | 2047-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 5.1% 04/02/2035                                                                  | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    682000 | PA      | $677127.01    | 0.09%             | 2035-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 01/14/2028                                                       | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1323753.84   | 0.17%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2050929.55   | 0.27%             | 2034-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                         | EMPOWER FINANCE 2020 LP 3.075% 09/17/2051 144A                                                    | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $330408.49    | 0.04%             | 2051-09-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 2.277%/VAR 01/20/2032 144A                                                                | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4600000 | PA      | $3905731.75   | 0.51%             | 2032-01-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.875% 02/15/2041                                                     | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2943000 | PA      | $1982156.47   | 0.26%             | 2041-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                  | OHIO EDISON CO 4.95% 12/15/2029 144A                                                              | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $814464.04    | 0.11%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    269000 | PA      | $250595.06    | 0.03%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 5.6% 10/15/2033                                                                      | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1926559.25   | 0.25%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 6.497% 08/15/2043 144A                                        | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $59277.08     | 0.01%             | 2043-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2030                                                           | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   4870000 | PA      | $4629589.92   | 0.61%             | 2030-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.127% 05/29/2050                                                                  | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $512888.24    | 0.07%             | 2050-05-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                         | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $405383.80    | 0.05%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 4.75% 09/15/2044                                                                   | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    320000 | PA      | $282457.38    | 0.04%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.247%/VAR 07/26/2030                                                  | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    662000 | PA      | $668002.78    | 0.09%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACHTREE CORNERS FUNDING TRUST II                                              | PEACHTREE CORNERS FUNDING TRUST II 6.012% 05/15/2035 144A                                         | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4830330.24   | 0.64%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.65% 04/05/2027                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    171000 | PA      | $168298.75    | 0.02%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 06/10/2044                                                                      | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $200533.83    | 0.03%             | 2044-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.5% 03/26/2054 144A                                                              | CUSIP: 05523RAM9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    264000 | PA      | $253633.87    | 0.03%             | 2054-03-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 6.65% 11/15/2037                                                                   | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1092809.35   | 0.14%             | 2037-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.125% 02/21/2030                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2212538.00   | 0.29%             | 2030-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 5.875% 11/07/2029                                                              | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974930.14   | 0.26%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $435060.17    | 0.06%             | 2032-11-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                               | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32761.51     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    679000 | PA      | $388251.73    | 0.05%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    600000 | PA      | $502323.60    | 0.07%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.268% 07/30/2054 144A                                                      | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    429840 | PA      | $437662.66    | 0.06%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.4% 07/01/2046                                                                  | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $565256.42    | 0.07%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC 5.097% 10/01/2031 144A                                          | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1441567.05   | 0.19%             | 2031-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.645%/VAR 06/24/2031                                                                | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $401433.66    | 0.05%             | 2031-06-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 5.5% 11/15/2054                                                               | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1434030.53   | 0.19%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.603%/VAR 10/22/2030                                                       | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2144000 | PA      | $2131305.01   | 0.28%             | 2030-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.794%/VAR 02/13/2032                                                              | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    740000 | PA      | $623208.44    | 0.08%             | 2032-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.65% 02/22/2064                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1040070.39   | 0.14%             | 2064-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 3.2% 12/01/2031                                                              | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    588000 | PA      | $512114.50    | 0.07%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITC HLDGS CORP                                                                  | ITC HLDGS CORP 5.65% 05/09/2034 144A                                                              | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013030.84   | 0.27%             | 2034-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3% 10/15/2030                                                                        | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1152375.69   | 0.15%             | 2030-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 7.2%/VAR 06/27/2054                                                                  | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $904142.05    | 0.12%             | 2054-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.956%/VAR 05/13/2031                                                       | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    104000 | PA      | $94692.92     | 0.01%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 3.75% 07/21/2026                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $296929.75    | 0.04%             | 2026-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                      | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1161905.80   | 0.15%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.65% 05/01/2045 144A                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323740.67    | 0.04%             | 2045-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                           | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695265.87    | 0.09%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                      | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                        | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    351000 | PA      | $353689.99    | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KBC GROUPE SA/NV                                                                | KBC GROUPE SA/NV 6.324%/VAR 09/21/2034 144A                                                       | CUSIP: 48241FAC8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   1700000 | PA      | $1795542.53   | 0.24%             | 2034-09-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 3.091%/VAR 05/14/2032 144A                                                           | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1074231.97   | 0.14%             | 2032-05-14      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1020672.73   | 0.13%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                         | GA GLOBAL FUNDING TRUST 5.9% 01/13/2035 144A                                                      | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2599036.78   | 0.34%             | 2035-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERSHIP LP                                                  | BRANDYWINE OPER PARTNERSHIP LP 8.3% 03/15/2028                                                    | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    412000 | PA      | $431942.45    | 0.06%             | 2028-03-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JDE PEETS BV                                                                    | JDE PEETS BV 2.25% 09/24/2031 144A                                                                | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    545000 | PA      | $455924.58    | 0.06%             | 2031-09-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.726% 03/25/2031                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2488805.37   | 0.33%             | 2031-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.95% 03/20/2028                                                     | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572932.24    | 0.08%             | 2028-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                              | HEXCEL CORPORATION 5.875% 02/26/2035                                                              | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449220.42    | 0.06%             | 2035-02-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A                                                   | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    293000 | PA      | $255977.46    | 0.03%             | 2030-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLS INC 2019-1A PASS THRU TR                                           | UNITED AIRLS INC 2019-1A PASS THRU TR 4.55% 02/25/2033                                            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141633 | PA      | $130343.93    | 0.02%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.2% 04/01/2030                                                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784958.46    | 0.10%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047 | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $100803.70    | 0.01%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.8% 02/01/2038                                                                            | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1213450.88   | 0.16%             | 2038-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 5% 03/15/2044                                                           | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    270000 | PA      | $234998.16    | 0.03%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.65% 09/15/2059                                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    223000 | PA      | $146528.92    | 0.02%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                                                              | VITERRA FINANCE BV 4.9% 04/21/2027 144A                                                           | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1499627.36   | 0.20%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 5.673%/VAR 03/15/2030 144A                                                           | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1437865.28   | 0.19%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.4% 04/05/2052                                                          | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    134000 | PA      | $103992.85    | 0.01%             | 2052-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5% 03/01/2032 144A                                                                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    408000 | PA      | $409372.03    | 0.05%             | 2032-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 6.228%/VAR 01/21/2036 144A                                                 | CUSIP: 85325C2E1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3110050.74   | 0.41%             | 2036-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    589000 | PA      | $588201.91    | 0.08%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 3.375% 12/01/2051                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $603567.99    | 0.08%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.4% 08/01/2051                                                                      | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $573782.39    | 0.08%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.05% 06/01/2054                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1320316.75   | 0.17%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.125% 03/15/2029                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    675000 | PA      | $666691.54    | 0.09%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    342000 | PA      | $281914.53    | 0.04%             | 2053-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.405%/VAR 08/10/2033                                                        | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1397244.66   | 0.18%             | 2033-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 4.8% 10/01/2032                                                                          | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1033904.68   | 0.14%             | 2032-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 3.95% 07/15/2030 144A                                                                    | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    593000 | PA      | $553418.77    | 0.07%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 4.95% 05/28/2027                                                               | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1822678.24   | 0.24%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.45% 05/15/2052                                                               | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $429993.23    | 0.06%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.75% 11/01/2031                                                           | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1695751.45   | 0.22%             | 2031-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2247316.79   | 0.30%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034 144A                                                  | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4230000 | PA      | $4109413.40   | 0.54%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 4.125% 06/15/2039                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    138000 | PA      | $119728.76    | 0.02%             | 2039-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.75% 07/15/2045                                                           | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $810577.70    | 0.11%             | 2045-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.85% 03/15/2035                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1636039.54   | 0.22%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.5% 04/22/2029                                                      | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $978000.00    | 0.13%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.375% 07/15/2033                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2573738.85   | 0.34%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.75% 04/15/2031                                                       | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    414000 | PA      | $359326.27    | 0.05%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5.15% 02/15/2035                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3247821.32   | 0.43%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.75% 06/09/2027                                                                    | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2102451.50   | 0.28%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.75% 02/01/2034                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $2883112.36   | 0.38%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                 | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993048.46   | 0.26%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                      | NUVEEN LLC 5.55% 01/15/2030 144A                                                                  | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $302540.63    | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PAC PPTYS LP 5.95% 02/15/2028                                                              | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1633534.84   | 0.22%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2405909.56   | 0.32%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 1.75% 10/01/2027                                                           | CUSIP: 00751YAF3<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2132207.59   | 0.28%             | 2027-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    650000 | PA      | $551479.60    | 0.07%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2.9% 12/01/2033                                                        | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1480913.62   | 0.20%             | 2033-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UNICREDIT SPA 1.982%/VAR 06/03/2027 144A                                                          | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1200000 | PA      | $1165297.40   | 0.15%             | 2027-06-03      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 3.625% 06/17/2031                                                              | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172092.88    | 0.02%             | 2031-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 8% 11/01/2031                                                                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    717000 | PA      | $802287.63    | 0.11%             | 2031-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.95% 04/04/2034                                                         | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1689130.29   | 0.22%             | 2034-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.55% 08/15/2035                                                                   | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2353321.13   | 0.31%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HLDGS INC                                                        | DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A                                                   | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    266000 | PA      | $226831.76    | 0.03%             | 2032-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 2.5% 03/24/2028 144A                                                        | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    750000 | PA      | $704799.74    | 0.09%             | 2028-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028                                  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    237000 | PA      | $223719.96    | 0.03%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    697000 | PA      | $717332.65    | 0.09%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.992%/VAR 06/13/2029                                                               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1222393.22   | 0.16%             | 2029-06-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $937664.09    | 0.12%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 6% 01/15/2040                                                                           | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    575000 | PA      | $590936.73    | 0.08%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 01/30/2031                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83693.57     | 0.01%             | 2031-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 6% 12/07/2033                                                         | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1439331.56   | 0.19%             | 2033-12-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING CO LLC                                             | COLUMBIA PIPELINES OPERATING CO LLC 5.962% 02/15/2055 144A                                        | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1935562.32   | 0.26%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.7% 05/01/2055 144A                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    658000 | PA      | $638325.77    | 0.08%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.625% 08/16/2032                                                     | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   1736000 | PA      | $1763709.37   | 0.23%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                            | SMURFIT WESTROCK FIN 5.418% 01/15/2035                                                            | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1175000 | PA      | $1169956.74   | 0.15%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.35% 04/15/2032                                                                      | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     94000 | PA      | $95395.54     | 0.01%             | 2032-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.8% 08/15/2038                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1743943.38   | 0.23%             | 2038-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.85% 12/15/2032                                                               | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25896.67     | 0.00%             | 2032-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                               | COLUMBIA PIPELINES HOLDING CO LLC 6.042% 08/15/2028 144A                                          | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030598.18   | 0.14%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                        | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                   | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1215000 | PA      | $1163045.99   | 0.15%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 3.55% 06/15/2026                                                              | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2516117.10   | 0.33%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 2.7% 12/01/2031                                                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1401410.07   | 0.18%             | 2031-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CAIXABANK SA 6.037%/VAR 06/15/2035 144A                                                           | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1970000 | PA      | $2030240.73   | 0.27%             | 2035-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1137365.82   | 0.15%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.196% 02/04/2026                                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178750.75   | 0.16%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 3.85% 03/01/2032                                                               | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1716824.46   | 0.23%             | 2032-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 3.75% 02/15/2052                                                               | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $313050.75    | 0.04%             | 2052-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                                | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1601000 | PA      | $1509062.43   | 0.20%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.1% 06/15/2045                                                                       | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $326263.65    | 0.04%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2030                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    222000 | PA      | $227606.85    | 0.03%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.314% 06/15/2031                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1432840.00   | 0.19%             | 2031-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.222%/VAR 01/29/2031                                              | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1320955.66   | 0.17%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 2.25% 04/01/2028                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    410000 | PA      | $384189.26    | 0.05%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 6.1% 06/28/2063                                                                        | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149457.13    | 0.02%             | 2063-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 5.468%/VAR 02/01/2029                                                  | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $323649.84    | 0.04%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.75% 04/01/2034                                                               | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69235.43     | 0.01%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.7% 04/01/2060                                                                       | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $753429.94    | 0.10%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                       | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27632800 | PA      | $25793491.75  | 3.40%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 5% 12/06/2034                                                    | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974989.00    | 0.13%             | 2034-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.25% 09/01/2030                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    534000 | PA      | $467918.63    | 0.06%             | 2030-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                              | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1255321.78   | 0.17%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.75% 11/17/2032                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    903000 | PA      | $945471.94    | 0.12%             | 2032-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PAC PPTYS LP 3.95% 11/01/2027                                                              | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2974746.70   | 0.39%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 6.3% 04/15/2040                                                                  | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071010.90   | 0.27%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                      | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2925415.20   | 0.39%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.875% 11/15/2040                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2314600.72   | 0.31%             | 2040-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                           | AIRCASTLE LTD / AIRCASTLE IRELAND DAC 5.25% 03/15/2030 144A                                       | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1250000 | PA      | $1244307.96   | 0.16%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.125% 03/15/2035                                                    | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4474776.83   | 0.59%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.536%/VAR 01/28/2036                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3021274.38   | 0.40%             | 2036-01-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                     | MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A                                              | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    350000 | PA      | $223898.35    | 0.03%             | 2070-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                        | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474028.39   | 0.19%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.125% 07/15/2030 144A                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    427000 | PA      | $431562.39    | 0.06%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.8% 09/15/2030                                                    | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $91594.78     | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 4.8% 02/15/2044                                                                      | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432077.70    | 0.06%             | 2044-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                        | ELANCO ANIMAL HEALTH INC VAR 08/28/2028                                                           | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1412882.63   | 0.19%             | 2028-08-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.55% 07/15/2029                                                         | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3537780.16   | 0.47%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                      | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5100000 | PA      | $4560515.63   | 0.60%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.246% 07/30/2054 144A                                                      | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    553220 | PA      | $543285.11    | 0.07%             | 2054-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 4.75% 06/15/2046                                                              | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1432440.64   | 0.19%             | 2046-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524268.80   | 0.20%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $350347.59    | 0.05%             | 2038-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1006227.23   | 0.13%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    450000 | PA      | $283674.77    | 0.04%             | 2051-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 2.45% 04/15/2028                                                           | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1414144.04   | 0.19%             | 2028-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032                                | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1754000 | PA      | $1557478.47   | 0.21%             | 2032-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.2% 05/12/2026                                                                      | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1754428.18   | 0.23%             | 2026-05-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 6.537%/VAR 08/12/2033 144A                                                           | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $536772.64    | 0.07%             | 2033-08-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.718%/VAR 07/23/2032                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    828000 | PA      | $845272.69    | 0.11%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 4.2% 04/15/2032                                                      | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1683122.44   | 0.22%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.75% 01/30/2029                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3245201.10   | 0.43%             | 2029-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.75% 12/01/2030                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201989.52    | 0.03%             | 2030-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 2.45% 02/15/2031 144A                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    460000 | PA      | $406701.35    | 0.05%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.35% 08/01/2054                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    950000 | PA      | $887337.45    | 0.12%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | ROSS STORES INC 1.875% 04/15/2031                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    600000 | PA      | $507985.05    | 0.07%             | 2031-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.7% 09/15/2034                                                    | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3920000 | PA      | $3890262.10   | 0.51%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                | PACIFIC LIFECORP 3.35% 09/15/2050 144A                                                            | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $458782.84    | 0.06%             | 2050-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    679000 | PA      | $582346.88    | 0.08%             | 2048-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 2.65% 01/15/2032                                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1757009.73   | 0.23%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1264920.01   | 0.17%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 3.375% 03/03/2031                                                     | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    571000 | PA      | $521602.83    | 0.07%             | 2031-03-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                          | ADVANCE AUTO PARTS INC 3.9% 04/15/2030                                                            | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925154.64    | 0.12%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 5.6% 06/15/2035                                                                          | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    513000 | PA      | $514738.61    | 0.07%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA 5.975%/VAR 01/18/2027 144A                                                                | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3018625.56   | 0.40%             | 2027-01-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 09/01/2034                                                                        | CUSIP: 29336TAE0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1868363.82   | 0.25%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.95% 09/15/2033                                                           | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    591000 | PA      | $610350.78    | 0.08%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                      | AVIATION CAPITAL GROUP LLC 6.75% 10/25/2028 144A                                                  | CUSIP: 05369AAP6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1373258.90   | 0.18%             | 2028-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.271%/VAR 07/23/2029                                                 | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692131.47    | 0.09%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.04% 05/01/2027                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905407.25    | 0.12%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.75% 02/01/2050                                                                        | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $787862.64    | 0.10%             | 2050-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.25% 03/30/2028                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4377714.74   | 0.58%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 1.832% 10/15/2027 144A                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    475000 | PA      | $443261.16    | 0.06%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                        | LIBERTY MUTUAL GROUP INC 5.5% 06/15/2052 144A                                                     | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    946000 | PA      | $845136.83    | 0.11%             | 2052-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.8% 12/01/2057                                                                      | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $926999.31    | 0.12%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 2.5% 09/01/2031                                                       | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    729000 | PA      | $633725.50    | 0.08%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028                                                        | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10783.90     | 0.00%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 5% 10/03/2034                                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1189846.89   | 0.16%             | 2034-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407509.74   | 0.19%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52532.90     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 09/15/2034                                                    | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2763000 | PA      | $2695182.99   | 0.36%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.085%/VAR 01/30/2031                                                         | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    449000 | PA      | $455814.57    | 0.06%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 8.125% 09/15/2030                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    409000 | PA      | $456223.58    | 0.06%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.2% 03/01/2035 144A                                                                     | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    339000 | PA      | $337728.40    | 0.04%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 9.016%/VAR 11/15/2033 144A                                                           | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $366416.94    | 0.05%             | 2033-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 4.3% 04/15/2043                                                  | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $845725.56    | 0.11%             | 2043-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                 | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4300000 | PA      | $4378110.66   | 0.58%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.4% 06/28/2054                                                                 | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   2210000 | PA      | $2104538.80   | 0.28%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 6.505% 07/30/2054 144A                                                      | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    377105 | PA      | $382811.09    | 0.05%             | 2054-07-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.1% 01/12/2032                                                          | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1206666.85   | 0.16%             | 2032-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                            | JERSEY MIKES FDG LLC 5.636% 02/15/2055 144A                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389025 | PA      | $391957.86    | 0.05%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031040.86   | 0.27%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 3.052%/VAR 01/13/2031 144A                                                            | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    875000 | PA      | $803826.98    | 0.11%             | 2031-01-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68881.64     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $278375.09    | 0.04%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 4.194%/VAR 04/01/2031 144A                                                           | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    800000 | PA      | $775276.82    | 0.10%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.25% 04/05/2034                                                         | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    937000 | PA      | $948074.31    | 0.12%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.298% 05/01/2029                                                                       | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    161000 | PA      | $169338.22    | 0.02%             | 2029-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1360811.30   | 0.18%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 4.8% 03/01/2030 144A                                                                     | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    544000 | PA      | $547357.20    | 0.07%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                 | DOLLAR TREE INC 4.2% 05/15/2028                                                                   | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    375000 | PA      | $368879.91    | 0.05%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 10/01/2034                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $4637219.88   | 0.61%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.393%/VAR 06/02/2028                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $765676.18    | 0.10%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 2.8% 06/15/2030                                                                  | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     72000 | PA      | $65471.17     | 0.01%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.9% 12/15/2048                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5931.96      | 0.00%             | 2048-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    477000 | PA      | $385182.02    | 0.05%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.654%/VAR 10/18/2030                                                              | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3178658.85   | 0.42%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 6.1% 06/01/2037                                                         | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133332.99   | 0.41%             | 2037-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    950000 | PA      | $903990.33    | 0.12%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.75% 02/15/2028                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    378000 | PA      | $378103.57    | 0.05%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 5.5% 01/15/2030                             | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    512000 | PA      | $518176.77    | 0.07%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 2.25% 08/01/2031                                                         | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1371385.60   | 0.18%             | 2031-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 2.823% 05/20/2030                                                         | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $685163.30    | 0.09%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1206130.19   | 0.16%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  22980107 | NS      | $22984702.64  | 3.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.45% 06/15/2034                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1413718.59   | 0.19%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 7.624%/VAR 10/30/2031                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $552044.99    | 0.07%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                              | AMFAM HOLDINGS INC 2.805% 03/11/2031 144A                                                         | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $797269.42    | 0.11%             | 2031-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL                           | JBS USA HOLDING LUX/ JBS USA FOOD CO/ JBS LUX CO SARL 3% 05/15/2032                               | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1570000 | PA      | $1349541.23   | 0.18%             | 2032-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.174%/VAR 05/25/2034                                                               | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    283000 | PA      | $289993.52    | 0.04%             | 2034-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 2.95% 01/25/2030 144A                                                | CUSIP: 01626PAM8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    138000 | PA      | $127597.29    | 0.02%             | 2030-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 6% 01/29/2032                                                      | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3696284.20   | 0.49%             | 2032-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051                                                      | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $614205.75    | 0.08%             | 2051-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.75% 04/01/2048  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1711159.28   | 0.23%             | 2048-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.35% 03/15/2032                                                                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1454516.95   | 0.19%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195063.27   | 0.16%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3247412.45   | 0.43%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 7.953%/VAR 11/15/2033                                                    | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1136682.46   | 0.15%             | 2033-11-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.4% 03/15/2029                                                                  | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    381000 | PA      | $352243.65    | 0.05%             | 2029-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 7.3% 07/01/2038                                                             | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532829.01    | 0.07%             | 2038-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032                                                 | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1286967.81   | 0.17%             | 2032-07-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 1.375% 01/15/2026                                                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    290000 | PA      | $283413.95    | 0.04%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                           | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    374000 | PA      | $294998.37    | 0.04%             | 2033-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.5% 02/15/2035                                                                    | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1760995.24   | 0.23%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4.125% 06/15/2051                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $1611249.76   | 0.21%             | 2051-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.15% 07/01/2033                                                                    | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2164653.43   | 0.29%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.05% 03/25/2048                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2918134.35   | 0.38%             | 2048-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 6.75% 11/15/2039                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47398.41     | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.45% 06/01/2030                                                             | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62885.59     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 1.375% 03/15/2031                                                                  | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    575000 | PA      | $481670.87    | 0.06%             | 2031-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2% 11/15/2041                                                         | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1347890.62   | 0.18%             | 2041-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030                                                    | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23294.54     | 0.00%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1522382.82   | 0.20%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 3.375% 06/15/2030                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    900000 | PA      | $840350.82    | 0.11%             | 2030-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    599000 | PA      | $588852.36    | 0.08%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.1% 02/09/2027                                                        | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38692.52     | 0.01%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | ATHENE GLOBAL FUNDING 1.985% 08/19/2028 144A                                                      | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1239305.79   | 0.16%             | 2028-08-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    818000 | PA      | $778673.00    | 0.10%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 5.75% 09/15/2033                                                              | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1853521.04   | 0.24%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.203%/VAR 07/23/2029                                                       | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593672.18    | 0.08%             | 2029-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603984.68    | 0.08%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    189000 | PA      | $187554.05    | 0.02%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 09/01/2052                                                             | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    672000 | PA      | $670845.97    | 0.09%             | 2052-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.5% 03/01/2034                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89531.60     | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                          | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1796147.89   | 0.24%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.75% 08/15/2041                                                      | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $1623925.78   | 0.21%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.55% 03/21/2031                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1363087.79   | 0.18%             | 2031-03-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                | BAYER US FIN LLC 6.875% 11/21/2053 144A                                                           | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3146461.86   | 0.41%             | 2053-11-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2660038.57   | 0.35%             | 2052-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 07/15/2027                                                              | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1305207.07   | 0.17%             | 2027-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.075%/VAR 04/23/2029                                                               | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1574555.63   | 0.21%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 7.2% 11/28/2033 144A                                                          | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    500000 | PA      | $552087.14    | 0.07%             | 2033-11-28      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.244%/VAR 01/24/2031                                                      | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    928000 | PA      | $941819.06    | 0.12%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.914% 07/30/2054 144A                                                      | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530335 | PA      | $517636.39    | 0.07%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 4.35% 04/05/2042                                                         | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36892.12     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.55% 08/22/2034                                                           | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1773133.36   | 0.23%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.3% 01/15/2031                                                             | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1565631.48   | 0.21%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.5% 03/13/2027                                                               | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     80000 | PA      | $78525.60     | 0.01%             | 2027-03-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.95% 05/25/2051                                                               | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    316000 | PA      | $214728.89    | 0.03%             | 2051-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    227000 | PA      | $220007.14    | 0.03%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.625% 08/01/2031                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2240358.11   | 0.30%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                                     | NATIONAL AUSTRALIA BANK LTD 2.99% 05/21/2031 144A                                                 | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1063674.88   | 0.14%             | 2031-05-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                      | PINNACLE WEST CAPITAL CORP 5.15% 05/15/2030                                                       | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379283.54    | 0.05%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.882%/VAR 07/24/2038                                                       | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2346913.34   | 0.31%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 5.15% 01/15/2030 144A                                                 | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1630000 | PA      | $1624184.96   | 0.21%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $3894926.57   | 0.51%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.95% 04/14/2032                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $591375.70    | 0.08%             | 2032-04-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                          | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    904000 | PA      | $809877.32    | 0.11%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | MARS INC 5.8% 05/01/2065 144A                                                                     | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     82000 | PA      | $79556.53     | 0.01%             | 2065-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | STANDARD CHARTERED PLC 5.005%/VAR 10/15/2030 144A                                                 | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1139065.91   | 0.15%             | 2030-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 3.4% 03/01/2050                                                                  | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1239871.58   | 0.16%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217780.67    | 0.03%             | 2031-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    229000 | PA      | $214400.68    | 0.03%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                               | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    599000 | PA      | $616408.15    | 0.08%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                          | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                      | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3334916.04   | 0.44%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                     | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 6% 05/08/2034                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1014000 | PA      | $1015045.94   | 0.13%             | 2034-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.224% 03/15/2032                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1238431.41   | 0.16%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1B PTT                                                          | AMER AIRLINE 19-1B PTT 3.85% 08/15/2029                                                           | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115010 | PA      | $110424.20    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033                                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $1925820.04   | 0.25%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 3.125% 11/23/2031                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $1959832.75   | 0.26%             | 2031-11-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.75% 09/15/2044                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $241882.19    | 0.03%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                          | IPALCO ENTERPRISES INC 5.75% 04/01/2034                                                           | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592059.44    | 0.08%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 6.49% 01/23/2027                                                              | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     75000 | PA      | $73687.50     | 0.01%             | 2027-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 08/01/2032                                                                           | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    939000 | PA      | $760949.98    | 0.10%             | 2032-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.946%/VAR 10/22/2035                                                       | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5516497.00   | 0.73%             | 2035-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2781745.29   | 0.37%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.875% 06/01/2053                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $919658.61    | 0.12%             | 2053-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                | GENUINE PARTS CO 2.75% 02/01/2032                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    747000 | PA      | $641530.72    | 0.08%             | 2032-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.4% 08/14/2028                                                                | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    629000 | PA      | $645878.57    | 0.09%             | 2028-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 B PTT                                                         | UNITED AIR 2019-2 B PTT 3.5% 11/01/2029                                                           | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68341 | PA      | $65198.86     | 0.01%             | 2029-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    585000 | PA      | $563355.59    | 0.07%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 5.834% 02/20/2031                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    468000 | PA      | $487605.19    | 0.06%             | 2031-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.4% 02/01/2031                                                                      | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    348000 | PA      | $301875.76    | 0.04%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.2% 02/22/2034                                                           | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1108415.84   | 0.15%             | 2034-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUBWAY FDG LLC ISSUER                                                           | SUBWAY FDG LLC ISSUER 5.566% 07/30/2054 144A                                                      | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    908435 | PA      | $891577.99    | 0.12%             | 2054-07-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.1% 02/22/2031                                                           | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    550000 | PA      | $563063.92    | 0.07%             | 2031-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.676%/VAR 06/19/2041                                                 | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $718193.71    | 0.09%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                     | BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1498957.63   | 0.20%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.543%/VAR 01/17/2031                                                               | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94818.66     | 0.01%             | 2031-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 6.05% 09/15/2033                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1658792.67   | 0.22%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163013.28    | 0.02%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.125% 11/15/2031                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1183316.16   | 0.16%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 5.15% 11/15/2041                                                                      | CUSIP: 292505AK0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    136000 | PA      | $109570.23    | 0.01%             | 2041-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1703730.58   | 0.22%             | 2036-02-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | PETROLEOS MEXICANOS 4.5% 01/23/2026                                                               | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $979360.00    | 0.13%             | 2026-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 5.625% 08/15/2030                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1693254.71   | 0.22%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1722436.65   | 0.23%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032                                                      | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1650993.59   | 0.22%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.35% 03/01/2029                                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    900000 | PA      | $895690.60    | 0.12%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 5.7% 03/15/2034                                                                  | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391134.44    | 0.05%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                          | 200 PARK FUNDING TRUST 5.74% 02/15/2055 144A                                                      | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2025112.82   | 0.27%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 5% 02/15/2032                                                        | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196462.07    | 0.03%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.1% 03/15/2034                                                                          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1171924.93   | 0.15%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.202%/VAR 04/25/2029                                                 | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080856.35   | 0.67%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.95% 01/15/2035                        | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    263000 | PA      | $250415.29    | 0.03%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE CO                                                      | NEW YORK LIFE INSURANCE CO 4.45% 05/15/2069 144A                                                  | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     54000 | PA      | $40880.51     | 0.01%             | 2069-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.5% 03/15/2055                                                      | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410570.87   | 0.19%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.71% 01/15/2026 144A                                                         | CUSIP: 46115HAW7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1126000 | PA      | $1128565.69   | 0.15%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 2.749% 12/03/2030                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $879977.48    | 0.12%             | 2030-12-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    650000 | PA      | $551900.57    | 0.07%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.78% 02/15/2035                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    291000 | PA      | $280054.73    | 0.04%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 1.75% 01/22/2026                                                                      | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     61000 | PA      | $59908.87     | 0.01%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                               | BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST 2.9% 09/15/2036 144A                            | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    251630 | PA      | $224584.59    | 0.03%             | 2036-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                   | SELECTIVE INSURANCE GROUP INC 5.9% 04/15/2035                                                     | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1096758.39   | 0.14%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.1% 06/15/2030                                                                  | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1023000 | PA      | $974178.97    | 0.13%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.499%/VAR 01/23/2035                                                      | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508511.30   | 0.20%             | 2035-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.7% 04/15/2050                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $652119.99    | 0.09%             | 2050-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO                                                    | PERRIGO FINANCE UNLIMITED CO STEP 06/15/2030                                                      | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    600000 | PA      | $577626.90    | 0.08%             | 2030-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.15% 02/15/2034                                                                  | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1859542.62   | 0.25%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 2.65% 01/15/2032                                                               | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    159000 | PA      | $134816.12    | 0.02%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    646000 | PA      | $688964.74    | 0.09%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                           | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74908.72     | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                        | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                        | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242342.92    | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC VAR 11/15/2033                                                              | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1947926.73   | 0.26%             | 2033-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 6.35% 01/15/2029                                                          | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    182000 | PA      | $188961.93    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC T1Y+NA 08/09/2033                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $356216.01    | 0.05%             | 2033-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.75% 02/01/2026                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $887853.61    | 0.12%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.5% 06/01/2047                                                               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    375000 | PA      | $307036.69    | 0.04%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.711%/VAR 01/24/2035                                                       | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540289.33   | 0.33%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                 | BAE SYSTEMS PLC 5.25% 03/26/2031 144A                                                             | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204685.59    | 0.03%             | 2031-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.9% 10/01/2054                                                       | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    852000 | PA      | $763059.52    | 0.10%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    251000 | PA      | $253303.64    | 0.03%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3581582.14   | 0.47%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2534888.98   | 0.33%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.625% 04/15/2053                                                                   | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562637.43    | 0.07%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 5% 01/15/2035                                                         | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923153.90   | 0.25%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 4.5% 03/21/2049                                                  | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $245728.10    | 0.03%             | 2049-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 3.05% 03/15/2032                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    380000 | PA      | $341325.52    | 0.04%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 5.875% 01/15/2034                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    423000 | PA      | $428387.02    | 0.06%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 06/15/2047                                                                | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     39000 | PA      | $33559.61     | 0.00%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.625% 02/01/2031                                                                       | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1864121.00   | 0.25%             | 2031-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.95% 04/01/2049                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1173135.56   | 0.15%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.622%/VAR 04/01/2031                                                              | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5689009.86   | 0.75%             | 2031-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.375% 01/01/2032                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    555000 | PA      | $535737.23    | 0.07%             | 2032-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.75% 02/15/2029                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $775674.83    | 0.10%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 1.875% 02/01/2033                                                  | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    950000 | PA      | $739711.73    | 0.10%             | 2033-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                     | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                                | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    110000 | PA      | $109258.85    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.2% 03/01/2033                                                      | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1314715.08   | 0.17%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75244.87     | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742818.66    | 0.10%             | 2048-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.75%/VAR 07/15/2080                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |    753000 | PA      | $727462.89    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.122%/VAR 01/26/2034                                                       | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686274.45    | 0.09%             | 2034-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.483%/VAR 03/13/2052                                                 | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    950000 | PA      | $655444.47    | 0.09%             | 2052-03-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1979000 | PA      | $2060141.24   | 0.27%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027                                                    | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997641.30    | 0.13%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                               | AMERICAN TRANSMISSION SYS INC 2.65% 01/15/2032 144A                                               | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $995315.13    | 0.13%             | 2032-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 3.4% 03/15/2050                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    500000 | PA      | $326369.67    | 0.04%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 5.25% 09/01/2034                                                                  | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237465.21   | 0.16%             | 2034-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                      | ALLIANZ SE 5.6%/VAR 09/03/2054 144A                                                               | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1174411.08   | 0.15%             | 2054-09-03      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.8% 01/15/2035                                                             | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2620330.67   | 0.35%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    438000 | PA      | $435089.49    | 0.06%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1001093.21   | 0.13%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                            | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    490000 | PA      | $472970.55    | 0.06%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091357.40   | 0.14%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HLDGS FIN LLC                                                        | BLACKSTONE HLDGS FIN LLC 2.8% 09/30/2050 144A                                                     | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    523000 | PA      | $303772.44    | 0.04%             | 2050-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                          | COX COMMUNICATIONS INC 1.8% 10/01/2030 144A                                                       | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    740000 | PA      | $626060.19    | 0.08%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.95% 03/25/2051                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1344423.76   | 0.18%             | 2051-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.25% 04/16/2030                                                     | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $182400.00    | 0.02%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041 144A                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    371000 | PA      | $287571.54    | 0.04%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.65% 03/01/2030                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1952140.12   | 0.26%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1124788.21   | 0.15%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                     | IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A                                                 | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $329622.21    | 0.04%             | 2025-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                         | BAYER US FIN II LLC 4.875% 06/25/2048 144A                                                        | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $903616.03    | 0.12%             | 2048-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 5.725% 03/15/2035 144A                                                           | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2042000 | PA      | $2021811.50   | 0.27%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 6.25% 03/15/2038                                                      | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1075000 | PA      | $1078934.90   | 0.14%             | 2038-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS GROUP AG 2.095%/VAR 02/11/2032 144A                                                           | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1550000 | PA      | $1325097.03   | 0.17%             | 2032-02-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                        | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 2024-DPM B TSFR1M+179.21 12/15/2029 144A                | CUSIP: 87231EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134000 | PA      | $133497.15    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 4.271% 01/09/2027                                                              | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391318.26    | 0.05%             | 2027-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2564670.72   | 0.34%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer