# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000501
**Filing Date:** 2026-1
**Character Count:** 773764
**Document Hash:** 6a40391383efd5c16ee72eea108fd4ec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000501.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000501

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**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:** 26555451

**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 Short-Term Bond Index Fund (Series ID: S000059301)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000194645 | Fidelity Short-Term Bond Index Fund | FNSOX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Short-Term Bond Index Fund**

**November 30, 2025**

SDX-NPRT1-0126

1.9884840.108 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.5%** | &nbsp;&nbsp;**Bank Notes - 0.5%** | &nbsp;&nbsp;**Bank Notes - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.4% |  |  |
| Citibank NA 5.488% 12/4/2026  | 510000 | 517077 |
| Fifth Third Bank OH 2.25% 2/1/2027  | 250000 | 245114 |
| Fifth Third Bank OH 3.85% 3/15/2026  | 420000 | 419382 |
| KeyBank NA/Cleveland OH 5.85% 11/15/2027  | 930000 | 958549 |
| KeyBank NA/Cleveland OH 6.95% 2/1/2028  | 390000 | 410981 |
| Morgan Stanley Bank NA 4.952% 1/14/2028 (b) | 2160000 | 2178961 |
| Morgan Stanley Bank NA 4.968% 7/14/2028 (b) | 4680000 | 4745834 |
| Morgan Stanley Bank NA 5.504% 5/26/2028 (b) | 1280000 | 1306370 |
| PNC Bank NA 2.7% 10/22/2029  | 430000 | 407134 |
| PNC Bank NA 3.25% 1/22/2028  | 640000 | 633235 |
| Truist Bank 4.136% 10/23/2029 (b) | 1500000 | 1498850 |
| Truist Bank 4.42% 7/24/2028 (b) | 1000000 | 1004824 |
| Truist Bank 5 year U.S. Treasury Index + 1.15%, 4.632% 9/17/2029 (b)(c) | 1270000 | 1278122 |
|  |  | 15604433 |
| Capital Markets - 0.1% |  |  |
| Goldman Sachs Bank USA 5.283% 3/18/2027 (b) | 1810000 | 1815759 |
| TOTAL FINANCIALS |  | 17420192 |
| <br> **TOTAL BANK NOTES**<br> (Cost $17,236,688) |  | <br> **17420192** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.5%  |  |  |
| Export Development Canada 3% 5/25/2027  | 2350000 | 2328899 |
| Province of British Columbia 3.9% 8/27/2030  | 1400000 | 1407879 |
| Province of British Columbia 4.9% 4/24/2029  | 1500000 | 1559922 |
| Province of Ontario 4.7% 1/15/2030  | 4500000 | 4666053 |
| Province of Quebec 2.75% 4/12/2027  | 1000000 | 987074 |
| Province of Quebec 4.5% 4/3/2029  | 3000000 | 3077641 |
| TOTAL CANADA |  | 14027468 |
| CHILE - 0.0%  |  |  |
| Chilean Republic 2.75% 1/31/2027  | 760000 | 747840 |
| Chilean Republic 3.24% 2/6/2028  | 400000 | 392800 |
| TOTAL CHILE |  | 1140640 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 3.5% 1/11/2028  | 1000000 | 988437 |
| Indonesia Government 4.3% 4/16/2031  | 1500000 | 1500000 |
| Indonesia Government 5.25% 1/15/2030  | 1000000 | 1038438 |
| TOTAL INDONESIA |  | 3526875 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 5.375% 2/19/2030  | 1700000 | 1758611 |
| Israel Government 5.375% 3/12/2029  | 700000 | 720950 |
| TOTAL ISRAEL |  | 2479561 |
| ITALY - 0.0%  |  |  |
| Italian Republic 2.875% 10/17/2029  | 550000 | 528963 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Korean Republic 3.625% 10/29/2030  | 200000 | 199360 |
| Korean Republic 4.5% 7/3/2029  | 1500000 | 1540822 |
| TOTAL KOREA (SOUTH) |  | 1740182 |
| MEXICO - 0.1%  |  |  |
| United Mexican States 4.15% 3/28/2027  | 470000 | 469530 |
| United Mexican States 5.4% 2/9/2028  | 1250000 | 1278750 |
| United Mexican States 6% 5/13/2030  | 1600000 | 1681200 |
| TOTAL MEXICO |  | 3429480 |
| PANAMA - 0.0%  |  |  |
| Panamanian Republic 7.5% 3/1/2031  | 700000 | 771400 |
| PHILIPPINES - 0.1%  |  |  |
| Philippine Republic 5.17% 10/13/2027  | 1000000 | 1020760 |
| Philippine Republic 7.75% 1/14/2031  | 1300000 | 1511250 |
| TOTAL PHILIPPINES |  | 2532010 |
| POLAND - 0.0%  |  |  |
| Republic of Poland 4.625% 3/18/2029  | 500000 | 511240 |
| Republic of Poland 4.875% 2/12/2030  | 800000 | 825600 |
| TOTAL POLAND |  | 1336840 |
| URUGUAY - 0.0%  |  |  |
| Uruguay Republic 4.375% 10/27/2027  | 400000 | 401400 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $31,438,520) |  | <br> **31914819** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 26.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| National Australia Bank Ltd/New York 3.905% 6/9/2027 (d) | 1140000 | 1141677 |
| National Australia Bank Ltd/New York 4.787% 1/10/2029  | 280000 | 287194 |
| National Australia Bank Ltd/New York 4.9% 6/13/2028 (d) | 440000 | 451077 |
| Westpac Banking Corp 3.35% 3/8/2027  | 360000 | 358143 |
| Westpac Banking Corp 3.4% 1/25/2028  | 1110000 | 1100799 |
| Westpac Banking Corp 4.043% 8/26/2027  | 560000 | 562642 |
| Westpac Banking Corp 4.11% 7/24/2034 (b) | 310000 | 305479 |
| Westpac Banking Corp 4.322% 11/23/2031 (b) | 930000 | 928664 |
| Westpac Banking Corp 4.354% 7/1/2030  | 130000 | 131808 |
| Westpac Banking Corp 5.05% 4/16/2029  | 590000 | 612673 |
| Westpac Banking Corp 5.457% 11/18/2027  | 420000 | 433197 |
| Westpac Banking Corp 5.535% 11/17/2028  | 310000 | 325001 |
|  |  | 6638354 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 4.75% 2/28/2028  | 440000 | 447387 |
| BHP Billiton Finance USA Ltd 5% 2/21/2030  | 520000 | 537430 |
| BHP Billiton Finance USA Ltd 5.1% 9/8/2028  | 470000 | 484371 |
| Rio Tinto Finance USA Ltd 7.125% 7/15/2028  | 400000 | 431604 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 620000 | 638167 |
|  |  | 2538959 |
| TOTAL AUSTRALIA |  | 9177313 |
| BELGIUM - 0.0%  |  |  |
| Consumer Staples - 0.0% |  |  |
| Beverages - 0.0% |  |  |
| Anheuser-Busch InBev Worldwide Inc 3.5% 6/1/2030  | 1000000 | 979455 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.0% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 500000 | 481700 |
| Paper & Forest Products - 0.1% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 700000 | 660030 |
| Suzano Austria GmbH 6% 1/15/2029  | 650000 | 668850 |
|  |  | 1328880 |
| TOTAL BRAZIL |  | 1810580 |
| CANADA - 1.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| TELUS Corp 3.7% 9/15/2027  | 320000 | 317610 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 580000 | 572345 |
| Rogers Communications Inc 5% 2/15/2029  | 580000 | 591509 |
|  |  | 1163854 |
| TOTAL COMMUNICATION SERVICES |  | 1481464 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 590000 | 587511 |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 250000 | 256039 |
| Enbridge Inc 1.6% 10/4/2026  | 500000 | 489926 |
| Enbridge Inc 3.7% 7/15/2027  | 330000 | 327850 |
| Enbridge Inc 4.2% 11/20/2028  | 500000 | 501259 |
| Enbridge Inc 5.3% 4/5/2029  | 600000 | 619345 |
| Enbridge Inc 7.375% 3/15/2055 (b) | 290000 | 307126 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029  | 550000 | 558322 |
| TransCanada PipeLines Ltd 4.1% 4/15/2030  | 1550000 | 1535124 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 694000 | 695869 |
|  |  | 5878371 |
| Financials - 0.9% |  |  |
| Banks - 0.8% |  |  |
| Bank of Montreal 0.949% 1/22/2027 (b) | 100000 | 99519 |
| Bank of Montreal 3.803% 12/15/2032 (b) | 600000 | 591463 |
| Bank of Montreal 4.35% 9/22/2031 (b) | 320000 | 320509 |
| Bank of Montreal 4.64% 9/10/2030 (b) | 370000 | 375336 |
| Bank of Montreal 4.7% 9/14/2027  | 1690000 | 1711555 |
| Bank of Montreal 5.717% 9/25/2028  | 140000 | 146201 |
| Bank of Nova Scotia/The 4.338% 9/15/2031 (b) | 360000 | 359515 |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (b) | 2760000 | 2809176 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 260000 | 268098 |
| Canadian Imperial Bank of Commerce 4.631% 9/11/2030 (b) | 540000 | 548280 |
| Canadian Imperial Bank of Commerce 5.26% 4/8/2029  | 2160000 | 2240463 |
| National Bank of Canada 4.5% 10/10/2029  | 550000 | 557255 |
| Royal Bank of Canada 2.05% 1/21/2027  | 600000 | 588219 |
| Royal Bank of Canada 3.625% 5/4/2027  | 520000 | 518515 |
| Royal Bank of Canada 3.995% 11/3/2028 (b) | 2080000 | 2076652 |
| Royal Bank of Canada 4.522% 10/18/2028 (b) | 450000 | 454146 |
| Royal Bank of Canada 4.65% 10/18/2030 (b) | 900000 | 913422 |
| Royal Bank of Canada 4.696% 8/6/2031 (b) | 1000000 | 1016266 |
| Royal Bank of Canada 4.95% 2/1/2029  | 1070000 | 1101147 |
| Royal Bank of Canada 5.153% 2/4/2031 (b) | 700000 | 723379 |
| Toronto Dominion Bank 1.2% 6/3/2026  | 390000 | 384416 |
| Toronto Dominion Bank 1.95% 1/12/2027  | 1550000 | 1517418 |
| Toronto Dominion Bank 3.625% 9/15/2031 (b) | 630000 | 626107 |
| Toronto Dominion Bank 4.108% 6/8/2027  | 520000 | 520777 |
| Toronto Dominion Bank 4.808% 6/3/2030  | 1070000 | 1094259 |
| Toronto Dominion Bank 5.146% 9/10/2034 (b) | 160000 | 162493 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 1430000 | 1462127 |
| Toronto Dominion Bank 5.264% 12/11/2026  | 1000000 | 1012998 |
| Toronto Dominion Bank 5.523% 7/17/2028  | 650000 | 674185 |
|  |  | 24873896 |
| Capital Markets - 0.1% |  |  |
| Brookfield Finance Inc 3.9% 1/25/2028  | 660000 | 657403 |
| Brookfield Finance Inc 4.35% 4/15/2030  | 490000 | 492005 |
|  |  | 1149408 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 4.85% 4/17/2028  | 300000 | 303472 |
| Manulife Financial Corp 2.484% 5/19/2027  | 520000 | 509021 |
| Manulife Financial Corp 4.061% 2/24/2032 (b) | 230000 | 228987 |
|  |  | 1041480 |
| TOTAL FINANCIALS |  | 27064784 |
| Industrials - 0.0% |  |  |
| Ground Transportation - 0.0% |  |  |
| Canadian National Railway Co 4.2% 3/12/2031  | 150000 | 150430 |
| Canadian National Railway Co 6.9% 7/15/2028  | 190000 | 204216 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 1133000 | 1108143 |
|  |  | 1462789 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 260000 | 258651 |
| TOTAL INDUSTRIALS |  | 1721440 |
| Information Technology - 0.0% |  |  |
| IT Services - 0.0% |  |  |
| CGI Inc 4.95% 3/14/2030 (e) | 350000 | 355806 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4.2% 4/1/2029  | 330000 | 329766 |
| Nutrien Ltd 4.9% 3/27/2028  | 620000 | 631156 |
|  |  | 960922 |
| Utilities - 0.0% |  |  |
| Electric Utilities - 0.0% |  |  |
| Fortis Inc/Canada 3.055% 10/4/2026  | 460000 | 455789 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 3.55% 6/15/2026  | 390000 | 388273 |
| TOTAL UTILITIES |  | 844062 |
| TOTAL CANADA |  | 38306849 |
| CHINA - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Interactive Media & Services - 0.0% |  |  |
| Baidu Inc 1.72% 4/9/2026  | 1000000 | 991130 |
| FRANCE - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| TotalEnergies Capital International SA 3.455% 2/19/2029  | 1390000 | 1368303 |
| GERMANY - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (b) | 1610000 | 1580427 |
| Deutsche Bank AG/New York NY 2.552% 1/7/2028 (b) | 390000 | 382651 |
| Deutsche Bank AG/New York NY 4.875% 12/1/2032 (b) | 250000 | 250320 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (b) | 290000 | 294963 |
| Deutsche Bank AG/New York NY 5.297% 5/9/2031 (b) | 200000 | 205538 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (b) | 2200000 | 2246636 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) | 160000 | 167740 |
| Deutsche Bank AG/New York NY 6.819% 11/20/2029 (b) | 1000000 | 1068625 |
|  |  | 6196900 |
| Financial Services - 0.5% |  |  |
| KfW 3% 5/20/2027  | 5800000 | 5751059 |
| KfW 3.5% 8/9/2028  | 200000 | 200003 |
| KfW 3.875% 5/15/2028  | 7000000 | 7060733 |
| Landwirtschaftliche Rentenbank 2.5% 11/15/2027  | 2460000 | 2410330 |
| Landwirtschaftliche Rentenbank 3.625% 10/8/2030  | 600000 | 599367 |
|  |  | 16021492 |
| TOTAL GERMANY |  | 22218392 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 150000 | 149398 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3% 10/29/2028  | 1410000 | 1365001 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.65% 7/21/2027  | 150000 | 148801 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030  | 750000 | 748977 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 500000 | 505967 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.1% 1/19/2029  | 700000 | 716975 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028  | 150000 | 155513 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 732000 | 752929 |
| TOTAL IRELAND |  | 4543561 |
| JAPAN - 0.9%  |  |  |
| Consumer Discretionary - 0.2% |  |  |
| Automobiles - 0.2% |  |  |
| Toyota Motor Corp 2.76% 7/2/2029  | 1340000 | 1285572 |
| Toyota Motor Corp 4.186% 6/30/2027  | 2180000 | 2192550 |
| Toyota Motor Corp 4.45% 6/30/2030  | 490000 | 497494 |
| Toyota Motor Corp 5.118% 7/13/2028  | 1800000 | 1856460 |
|  |  | 5832076 |
| Financials - 0.7% |  |  |
| Banks - 0.6% |  |  |
| Japan Bank for International Cooperation 3.875% 7/3/2028  | 800000 | 803703 |
| Japan Bank for International Cooperation 4.625% 7/22/2027  | 600000 | 608498 |
| Japan Bank for International Cooperation 4.875% 10/18/2028  | 1000000 | 1031754 |
| Mitsubishi UFJ Financial Group Inc 1.538% 7/20/2027 (b) | 900000 | 885147 |
| Mitsubishi UFJ Financial Group Inc 3.741% 3/7/2029  | 850000 | 842960 |
| Mitsubishi UFJ Financial Group Inc 3.961% 3/2/2028  | 450000 | 450432 |
| Mitsubishi UFJ Financial Group Inc 4.527% 9/12/2031 (b) | 300000 | 302506 |
| Mitsubishi UFJ Financial Group Inc 5.017% 7/20/2028 (b) | 1050000 | 1065149 |
| Mitsubishi UFJ Financial Group Inc 5.159% 4/24/2031 (b) | 1200000 | 1243387 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (b) | 300000 | 310482 |
| Mitsubishi UFJ Financial Group Inc 5.242% 4/19/2029 (b) | 300000 | 308175 |
| Mitsubishi UFJ Financial Group Inc 5.354% 9/13/2028 (b) | 300000 | 306930 |
| Mitsubishi UFJ Financial Group Inc 5.422% 2/22/2029 (b) | 1000000 | 1029261 |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (b) | 210000 | 207121 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (b) | 743000 | 731464 |
| Mizuho Financial Group Inc 3.17% 9/11/2027  | 430000 | 424424 |
| Mizuho Financial Group Inc 4.711% 7/8/2031 (b) | 370000 | 375520 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (b) | 600000 | 618693 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (b) | 1000000 | 1037734 |
| Mizuho Financial Group Inc 5.414% 9/13/2028 (b) | 200000 | 204849 |
| Mizuho Financial Group Inc 5.667% 5/27/2029 (b) | 590000 | 612006 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (b) | 860000 | 896085 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 1400000 | 1372381 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 500000 | 472353 |
| Sumitomo Mitsui Financial Group Inc 3.01% 10/19/2026  | 240000 | 237955 |
| Sumitomo Mitsui Financial Group Inc 3.04% 7/16/2029  | 1880000 | 1809466 |
| Sumitomo Mitsui Financial Group Inc 3.446% 1/11/2027  | 370000 | 367806 |
| Sumitomo Mitsui Financial Group Inc 3.544% 1/17/2028  | 2190000 | 2172350 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 700000 | 728295 |
| Sumitomo Mitsui Financial Group Inc 5.52% 1/13/2028  | 650000 | 670678 |
| Sumitomo Mitsui Financial Group Inc 5.8% 7/13/2028  | 300000 | 313085 |
|  |  | 22440649 |
| Capital Markets - 0.1% |  |  |
| Nomura Holdings Inc 2.172% 7/14/2028  | 410000 | 389958 |
| Nomura Holdings Inc 2.71% 1/22/2029  | 200000 | 191074 |
| Nomura Holdings Inc 5.386% 7/6/2027  | 240000 | 244377 |
| Nomura Holdings Inc 5.605% 7/6/2029  | 1030000 | 1075303 |
| Nomura Holdings Inc 6.07% 7/12/2028  | 400000 | 418055 |
|  |  | 2318767 |
| TOTAL FINANCIALS |  | 24759416 |
| Health Care - 0.0% |  |  |
| Pharmaceuticals - 0.0% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 1510000 | 1382572 |
| TOTAL JAPAN |  | 31974064 |
| KOREA (SOUTH) - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Export-Import Bank of Korea 4% 9/11/2029  | 500000 | 502660 |
| Export-Import Bank of Korea 5% 1/11/2028  | 2000000 | 2048702 |
| Export-Import Bank of Korea 5.125% 9/18/2028  | 400000 | 413663 |
| Korea Development Bank/The 4.125% 10/16/2027  | 2200000 | 2212868 |
| Korea Development Bank/The 4.875% 2/3/2030  | 800000 | 831233 |
| TOTAL KOREA (SOUTH) |  | 6009126 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6.55% 11/29/2027  | 760000 | 791075 |
| MEXICO - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 410000 | 402231 |
| MULTI-NATIONAL - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.4% |  |  |
| Corp Andina de Fomento 4.125% 1/7/2028  | 1000000 | 1005526 |
| Corp Andina de Fomento 5% 1/22/2030  | 1000000 | 1037982 |
| Corp Andina de Fomento 5% 1/24/2029  | 175000 | 180539 |
| European Investment Bank 3.75% 11/15/2029  | 7000000 | 7038421 |
| Inter-American Development Bank 1.5% 1/13/2027  | 3500000 | 3417277 |
| Inter-American Development Bank 4% 1/12/2028  | 1900000 | 1917413 |
|  |  | 14597158 |
| Capital Markets - 0.1% |  |  |
| Asian Infrastructure Investment Bank/The 3.75% 9/14/2027  | 2050000 | 2055242 |
| TOTAL MULTI-NATIONAL |  | 16652400 |
| NETHERLANDS - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Cooperatieve Rabobank UA/NY 4.883% 1/21/2028 (d) | 1500000 | 1535329 |
| ING Groep NV 1.726% 4/1/2027 (b) | 484000 | 480042 |
| ING Groep NV 4.017% 3/28/2028 (b) | 1240000 | 1238163 |
| ING Groep NV 4.05% 4/9/2029  | 700000 | 698404 |
| ING Groep NV 5.066% 3/25/2031 (b) | 500000 | 514130 |
| ING Groep NV 5.335% 3/19/2030 (b) | 430000 | 445328 |
|  |  | 4911396 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.4% 5/1/2030  | 790000 | 761863 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 170000 | 169739 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.4% 6/1/2027  | 290000 | 291151 |
| NXP BV / NXP Funding LLC 5.55% 12/1/2028  | 140000 | 144981 |
|  |  | 1367734 |
| TOTAL NETHERLANDS |  | 6279130 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA 4.25% 6/2/2028  | 1400000 | 1414197 |
| Equinor ASA 4.5% 9/3/2030  | 600000 | 611188 |
| TOTAL NORWAY |  | 2025385 |
| SPAIN - 0.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 580000 | 579265 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 5.381% 3/13/2029  | 600000 | 622379 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (b) | 200000 | 206882 |
| Banco Santander SA 1.722% 9/14/2027 (b) | 800000 | 784680 |
| Banco Santander SA 3.306% 6/27/2029  | 1400000 | 1362388 |
| Banco Santander SA 4.175% 3/24/2028 (b) | 600000 | 599487 |
| Banco Santander SA 4.379% 4/12/2028  | 600000 | 602727 |
| Banco Santander SA 5.294% 8/18/2027  | 400000 | 407148 |
| Banco Santander SA 5.538% 3/14/2030 (b) | 600000 | 621845 |
| Banco Santander SA 6.527% 11/7/2027 (b) | 3000000 | 3065211 |
| Banco Santander SA 6.607% 11/7/2028  | 200000 | 213493 |
|  |  | 8486240 |
| TOTAL SPAIN |  | 9065505 |
| SWEDEN - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Svensk Exportkredit AB 3.75% 5/8/2028  | 1000000 | 1003530 |
| SWITZERLAND - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Capital Markets - 0.0% |  |  |
| UBS AG/Stamford CT 1.25% 8/7/2026 (d) | 430000 | 422645 |
| UNITED KINGDOM - 1.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 670000 | 637193 |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 2% 4/29/2030  | 750000 | 685783 |
| Diageo Capital PLC 5.3% 10/24/2027  | 650000 | 665797 |
|  |  | 1351580 |
| Food Products - 0.0% |  |  |
| Unilever Capital Corp 2.9% 5/5/2027  | 730000 | 721936 |
| Unilever Capital Corp 4.875% 9/8/2028  | 160000 | 164465 |
|  |  | 886401 |
| Tobacco - 0.1% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 450000 | 431944 |
| BAT Capital Corp 3.215% 9/6/2026  | 200000 | 198663 |
| BAT Capital Corp 3.557% 8/15/2027  | 1040000 | 1029961 |
| BAT Capital Corp 4.7% 4/2/2027  | 250000 | 251505 |
| BAT Capital Corp 4.906% 4/2/2030  | 430000 | 440397 |
| BAT International Finance PLC 5.931% 2/2/2029  | 590000 | 620198 |
|  |  | 2972668 |
| TOTAL CONSUMER STAPLES |  | 5210649 |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Barclays PLC 2.279% 11/24/2027 (b) | 1940000 | 1903825 |
| Barclays PLC 4.375% 1/12/2026  | 520000 | 520017 |
| Barclays PLC 4.476% 11/11/2029 (b) | 2000000 | 2011823 |
| Barclays PLC 4.836% 5/9/2028  | 1330000 | 1338419 |
| Barclays PLC 4.942% 9/10/2030 (b) | 600000 | 611976 |
| Barclays PLC 5.367% 2/25/2031 (b) | 500000 | 518040 |
| Barclays PLC 5.501% 8/9/2028 (b) | 200000 | 204122 |
| Barclays PLC 5.674% 3/12/2028 (b) | 1410000 | 1435589 |
| Barclays PLC 5.69% 3/12/2030 (b) | 550000 | 572939 |
| Barclays PLC 5.829% 5/9/2027 (b) | 600000 | 604085 |
| Barclays PLC 6.49% 9/13/2029 (b) | 520000 | 550440 |
| Barclays PLC 7.385% 11/2/2028 (b) | 1000000 | 1058135 |
| HSBC Holdings PLC 2.013% 9/22/2028 (b) | 3240000 | 3119823 |
| HSBC Holdings PLC 3.973% 5/22/2030 (b) | 1770000 | 1752010 |
| HSBC Holdings PLC 4.619% 11/6/2031 (b) | 1800000 | 1811708 |
| HSBC Holdings PLC 5.13% 3/3/2031 (b) | 400000 | 411063 |
| HSBC Holdings PLC 5.24% 5/13/2031 (b) | 1300000 | 1344159 |
| HSBC Holdings PLC 5.286% 11/19/2030 (b) | 1220000 | 1261927 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 1710000 | 1743874 |
| HSBC Holdings PLC 5.887% 8/14/2027 (b) | 3000000 | 3035112 |
| HSBC Holdings PLC 6.161% 3/9/2029 (b) | 400000 | 416895 |
| Lloyds Banking Group PLC 1.627% 5/11/2027 (b) | 210000 | 207603 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 1310000 | 1296605 |
| Lloyds Banking Group PLC 3.75% 3/18/2028 (b) | 610000 | 607062 |
| Lloyds Banking Group PLC 4.425% 11/4/2031 (b) | 250000 | 250509 |
| Lloyds Banking Group PLC 4.65% 3/24/2026  | 330000 | 330185 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (b) | 600000 | 609606 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (b) | 250000 | 254502 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (b) | 900000 | 944204 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (b) | 240000 | 249103 |
| NatWest Group PLC 3.073% 5/22/2028 (b) | 500000 | 492841 |
| NatWest Group PLC 4.445% 5/8/2030 (b) | 990000 | 995854 |
| NatWest Group PLC 5.516% 9/30/2028 (b) | 200000 | 204998 |
| NatWest Group PLC 5.808% 9/13/2029 (b) | 1900000 | 1980746 |
| NatWest Group PLC 5.847% 3/2/2027 (b) | 200000 | 200758 |
| NatWest Group PLC 6.475% 6/1/2034 (b) | 300000 | 315273 |
| Santander UK Group Holdings PLC 1.673% 6/14/2027 (b) | 420000 | 414110 |
| Santander UK Group Holdings PLC 3.823% 11/3/2028 (b) | 400000 | 396844 |
| Santander UK Group Holdings PLC 4.32% 9/22/2029 (b) | 1100000 | 1101212 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (b) | 800000 | 836871 |
|  |  | 37914867 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 4.85% 2/26/2029  | 760000 | 781368 |
| Astrazeneca Finance LLC 4.875% 3/3/2028  | 590000 | 603643 |
| Astrazeneca PLC 3.125% 6/12/2027  | 410000 | 406081 |
|  |  | 1791092 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.602% 6/12/2028  | 360000 | 372048 |
| TOTAL UNITED KINGDOM |  | 45925849 |
| UNITED STATES - 20.4%  |  |  |
| Communication Services - 1.1% |  |  |
| Diversified Telecommunication Services - 0.4% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 1550000 | 1474046 |
| AT&T Inc 2.3% 6/1/2027  | 2980000 | 2904345 |
| AT&T Inc 4.3% 2/15/2030  | 70000 | 70391 |
| AT&T Inc 4.35% 3/1/2029  | 1970000 | 1981245 |
| Sprint Capital Corp 6.875% 11/15/2028  | 70000 | 75395 |
| Verizon Communications Inc 2.1% 3/22/2028  | 4240000 | 4065623 |
| Verizon Communications Inc 3.875% 2/8/2029 (d) | 580000 | 577229 |
| Verizon Communications Inc 4.016% 12/3/2029  | 800000 | 794084 |
| Verizon Communications Inc 4.329% 9/21/2028  | 1210000 | 1219961 |
|  |  | 13162319 |
| Entertainment - 0.1% |  |  |
| Netflix Inc 4.875% 4/15/2028  | 1070000 | 1093738 |
| Netflix Inc 5.875% 11/15/2028  | 260000 | 274239 |
| Walt Disney Co/The 2% 9/1/2029  | 620000 | 579300 |
| Walt Disney Co/The 3.375% 11/15/2026  | 310000 | 308831 |
|  |  | 2256108 |
| Interactive Media & Services - 0.2% |  |  |
| Alphabet Inc 3.875% 11/15/2028  | 2000000 | 2011949 |
| Alphabet Inc 4% 5/15/2030  | 400000 | 402337 |
| Alphabet Inc 4.1% 11/15/2030  | 900000 | 907763 |
| Meta Platforms Inc 3.5% 8/15/2027  | 1040000 | 1036618 |
| Meta Platforms Inc 4.2% 11/15/2030  | 1750000 | 1762165 |
| Meta Platforms Inc 4.3% 8/15/2029  | 750000 | 761252 |
| Meta Platforms Inc 4.6% 5/15/2028  | 400000 | 407809 |
|  |  | 7289893 |
| Media - 0.2% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 1130000 | 1112768 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 520000 | 517086 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.05% 3/30/2029  | 730000 | 737145 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.1% 6/1/2029  | 240000 | 250255 |
| Comcast Corp 2.35% 1/15/2027  | 270000 | 265236 |
| Comcast Corp 3.4% 4/1/2030  | 3090000 | 2995835 |
| Fox Corp 4.709% 1/25/2029  | 680000 | 690156 |
| Paramount Global 2.9% 1/15/2027  | 190000 | 186770 |
| Paramount Global 3.375% 2/15/2028  | 200000 | 195423 |
| TWDC Enterprises 18 Corp 2.95% 6/15/2027  | 820000 | 810362 |
|  |  | 7761036 |
| Wireless Telecommunication Services - 0.2% |  |  |
| T-Mobile USA Inc 1.5% 2/15/2026 (d) | 290000 | 288396 |
| T-Mobile USA Inc 2.625% 2/15/2029  | 380000 | 362540 |
| T-Mobile USA Inc 3.375% 4/15/2029  | 1880000 | 1832432 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 470000 | 467857 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 2090000 | 2058729 |
| T-Mobile USA Inc 4.95% 3/15/2028  | 2000000 | 2038439 |
|  |  | 7048393 |
| TOTAL COMMUNICATION SERVICES |  | 37517749 |
| Consumer Discretionary - 1.2% |  |  |
| Automobile Components - 0.0% |  |  |
| Lear Corp 3.8% 9/15/2027  | 280000 | 277990 |
| Automobiles - 0.4% |  |  |
| American Honda Finance Corp 2.25% 1/12/2029  | 990000 | 935551 |
| American Honda Finance Corp 3.5% 2/15/2028  | 560000 | 554502 |
| American Honda Finance Corp 4.25% 9/1/2028  | 790000 | 794253 |
| American Honda Finance Corp 4.4% 9/5/2029  | 290000 | 292727 |
| American Honda Finance Corp 4.55% 7/9/2027 (d) | 1300000 | 1311803 |
| American Honda Finance Corp 4.8% 3/5/2030  | 800000 | 817535 |
| American Honda Finance Corp 5.125% 7/7/2028  | 280000 | 287409 |
| General Motors Financial Co Inc 2.7% 8/20/2027  | 580000 | 565657 |
| General Motors Financial Co Inc 3.85% 1/5/2028  | 280000 | 277886 |
| General Motors Financial Co Inc 4.9% 10/6/2029  | 650000 | 660659 |
| General Motors Financial Co Inc 5% 4/9/2027  | 960000 | 969690 |
| General Motors Financial Co Inc 5.35% 1/7/2030  | 920000 | 949577 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 630000 | 640362 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 770000 | 801171 |
| General Motors Financial Co Inc 5.55% 7/15/2029 (d) | 1120000 | 1161059 |
| General Motors Financial Co Inc 5.8% 1/7/2029  | 990000 | 1031695 |
| General Motors Financial Co Inc 5.8% 6/23/2028  | 400000 | 414667 |
|  |  | 12466203 |
| Broadline Retail - 0.2% |  |  |
| Amazon.com Inc 1.2% 6/3/2027 (d) | 1440000 | 1388117 |
| Amazon.com Inc 1.5% 6/3/2030  | 1650000 | 1488963 |
| Amazon.com Inc 3.15% 8/22/2027  | 1120000 | 1110139 |
| Amazon.com Inc 3.45% 4/13/2029 (d) | 680000 | 672228 |
| Amazon.com Inc 3.9% 11/20/2028  | 1000000 | 1003867 |
| Amazon.com Inc 4.1% 11/20/2030  | 800000 | 803846 |
| Amazon.com Inc 4.55% 12/1/2027  | 420000 | 426466 |
| eBay Inc 2.7% 3/11/2030  | 500000 | 470086 |
|  |  | 7363712 |
| Diversified Consumer Services - 0.0% |  |  |
| Cornell University 4.169% 6/15/2030  | 85000 | 85698 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Darden Restaurants Inc 4.55% 10/15/2029  | 340000 | 342755 |
| Expedia Group Inc 3.25% 2/15/2030  | 520000 | 499713 |
| Expedia Group Inc 3.8% 2/15/2028  | 490000 | 486734 |
| Expedia Group Inc 5% 2/15/2026  | 330000 | 330063 |
| Las Vegas Sands Corp 5.625% 6/15/2028  | 1230000 | 1258105 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 190000 | 189097 |
| Marriott International Inc/MD 4.2% 7/15/2027  | 610000 | 611725 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 1120000 | 1144566 |
| Marriott International Inc/MD 5% 10/15/2027  | 450000 | 457914 |
| McDonald's Corp 3.5% 7/1/2027  | 240000 | 238337 |
| McDonald's Corp 3.8% 4/1/2028 (d) | 340000 | 339255 |
| McDonald's Corp 4.4% 2/12/2031  | 750000 | 756910 |
| McDonald's Corp 5% 5/17/2029  | 670000 | 690755 |
| Starbucks Corp 2.45% 6/15/2026  | 350000 | 346953 |
| Starbucks Corp 4% 11/15/2028  | 980000 | 979689 |
| Starbucks Corp 4.8% 5/15/2030  | 500000 | 511336 |
|  |  | 9183907 |
| Household Durables - 0.0% |  |  |
| Lennar Corp 4.75% 11/29/2027  | 350000 | 352773 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 370000 | 371402 |
|  |  | 724175 |
| Leisure Products - 0.0% |  |  |
| Hasbro Inc 3.5% 9/15/2027  | 860000 | 850071 |
| Hasbro Inc 3.55% 11/19/2026  | 200000 | 199120 |
|  |  | 1049191 |
| Specialty Retail - 0.3% |  |  |
| AutoNation Inc 1.95% 8/1/2028 (d) | 190000 | 178864 |
| AutoNation Inc 4.45% 1/15/2029  | 400000 | 401092 |
| AutoZone Inc 3.125% 4/21/2026  | 270000 | 268913 |
| AutoZone Inc 4.5% 2/1/2028  | 160000 | 161844 |
| AutoZone Inc 5.1% 7/15/2029  | 360000 | 371218 |
| AutoZone Inc 5.165% 6/15/2030  | 550000 | 569298 |
| Home Depot Inc/The 2.8% 9/14/2027  | 1220000 | 1199711 |
| Home Depot Inc/The 3.9% 12/6/2028  | 330000 | 330939 |
| Home Depot Inc/The 3.95% 9/15/2030 (d) | 600000 | 598606 |
| Home Depot Inc/The 4.75% 6/25/2029  | 900000 | 923255 |
| Home Depot Inc/The 4.9% 4/15/2029  | 660000 | 679342 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 1420000 | 1399311 |
| Lowe's Cos Inc 3.95% 10/15/2027  | 920000 | 918993 |
| Lowe's Cos Inc 4.25% 3/15/2031  | 140000 | 139463 |
| O'Reilly Automotive Inc 4.35% 6/1/2028 (d) | 1130000 | 1139300 |
|  |  | 9280149 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE Inc 2.75% 3/27/2027  | 550000 | 542662 |
| NIKE Inc 2.85% 3/27/2030  | 640000 | 611603 |
| Tapestry Inc 5.1% 3/11/2030  | 380000 | 390076 |
| VF Corp 2.8% 4/23/2027  | 420000 | 409496 |
|  |  | 1953837 |
| TOTAL CONSUMER DISCRETIONARY |  | 42384862 |
| Consumer Staples - 1.1% |  |  |
| Beverages - 0.4% |  |  |
| Coca-Cola Co/The 1.45% 6/1/2027  | 610000 | 590210 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 1250000 | 1133182 |
| Coca-Cola Co/The 2.9% 5/25/2027  | 760000 | 751666 |
| Coca-Cola Co/The 3.45% 3/25/2030  | 300000 | 294766 |
| Constellation Brands Inc 3.7% 12/6/2026  | 340000 | 339036 |
| Constellation Brands Inc 4.35% 5/9/2027  | 250000 | 250952 |
| Constellation Brands Inc 4.65% 11/15/2028  | 700000 | 710198 |
| Constellation Brands Inc 4.8% 1/15/2029  | 240000 | 244216 |
| Constellation Brands Inc 4.8% 5/1/2030  | 390000 | 397070 |
| Keurig Dr Pepper Inc 2.55% 9/15/2026  | 110000 | 108597 |
| Keurig Dr Pepper Inc 3.43% 6/15/2027  | 340000 | 336654 |
| Keurig Dr Pepper Inc 4.597% 5/25/2028  | 1300000 | 1309748 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 480000 | 482253 |
| PepsiCo Inc 2.375% 10/6/2026  | 500000 | 494095 |
| PepsiCo Inc 2.75% 3/19/2030  | 1250000 | 1189018 |
| PepsiCo Inc 3% 10/15/2027  | 2470000 | 2439642 |
| PepsiCo Inc 3.6% 2/18/2028  | 230000 | 229378 |
| PepsiCo Inc 4.3% 7/23/2030  | 200000 | 202630 |
| PepsiCo Inc 4.6% 2/7/2030 (d) | 500000 | 512659 |
|  |  | 12015970 |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Dollar General Corp 3.5% 4/3/2030 (d) | 310000 | 299707 |
| Dollar General Corp 4.625% 11/1/2027  | 1000000 | 1007862 |
| Dollar Tree Inc 4.2% 5/15/2028  | 940000 | 938984 |
| Kroger Co/The 2.2% 5/1/2030  | 350000 | 322488 |
| Kroger Co/The 2.65% 10/15/2026  | 120000 | 118573 |
| Kroger Co/The 3.5% 2/1/2026  | 200000 | 199680 |
| Sysco Corp 3.25% 7/15/2027  | 340000 | 335932 |
| Sysco Corp 5.95% 4/1/2030  | 820000 | 869683 |
| Target Corp 3.375% 4/15/2029  | 660000 | 648562 |
| Target Corp 4.35% 6/15/2028  | 600000 | 606754 |
| Walmart Inc 1.5% 9/22/2028  | 1350000 | 1274921 |
| Walmart Inc 3.9% 4/15/2028  | 300000 | 301888 |
| Walmart Inc 3.95% 9/9/2027  | 800000 | 803971 |
|  |  | 7729005 |
| Food Products - 0.2% |  |  |
| Archer-Daniels-Midland Co 3.25% 3/27/2030  | 300000 | 289966 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029  | 250000 | 250053 |
| Campbell's Company/The 2.375% 4/24/2030 (d) | 390000 | 359231 |
| Campbell's Company/The 4.15% 3/15/2028  | 550000 | 551222 |
| Conagra Brands Inc 1.375% 11/1/2027  | 270000 | 255988 |
| Conagra Brands Inc 4.85% 11/1/2028  | 1000000 | 1013789 |
| General Mills Inc 4.2% 4/17/2028  | 940000 | 942872 |
| General Mills Inc 4.875% 1/30/2030  | 620000 | 635948 |
| JM Smucker Co 3.375% 12/15/2027  | 360000 | 355899 |
| Kellanova 3.4% 11/15/2027 (d) | 450000 | 445782 |
| Kraft Heinz Foods Co 3% 6/1/2026  | 430000 | 427529 |
| Kraft Heinz Foods Co 3.875% 5/15/2027  | 800000 | 797011 |
| McCormick & Co Inc/MD 3.4% 8/15/2027  | 390000 | 386184 |
| Mondelez International Inc 2.625% 3/17/2027  | 500000 | 491092 |
| Mondelez International Inc 4.5% 5/6/2030  | 600000 | 606539 |
| Tyson Foods Inc 3.55% 6/2/2027  | 550000 | 545279 |
| Tyson Foods Inc 5.4% 3/15/2029  | 360000 | 372462 |
|  |  | 8726846 |
| Household Products - 0.1% |  |  |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 450000 | 429231 |
| Kimberly-Clark Corp 3.95% 11/1/2028  | 280000 | 281274 |
| Procter & Gamble Co/The 2.85% 8/11/2027  | 1080000 | 1066739 |
| Procter & Gamble Co/The 3.95% 1/26/2028  | 1020000 | 1026684 |
|  |  | 2803928 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 2.6% 4/15/2030 (d) | 610000 | 572286 |
| Estee Lauder Cos Inc/The 4.375% 5/15/2028  | 250000 | 252600 |
| Kenvue Inc 5.05% 3/22/2028  | 590000 | 603557 |
|  |  | 1428443 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 2.625% 9/16/2026  | 390000 | 385536 |
| Altria Group Inc 4.4% 2/14/2026  | 100000 | 99985 |
| Altria Group Inc 4.5% 8/6/2030  | 350000 | 352645 |
| Altria Group Inc 4.8% 2/14/2029  | 780000 | 793248 |
| Philip Morris International Inc 3.125% 8/17/2027  | 220000 | 217255 |
| Philip Morris International Inc 3.375% 8/15/2029  | 440000 | 429340 |
| Philip Morris International Inc 3.875% 10/27/2028  | 160000 | 159576 |
| Philip Morris International Inc 4% 10/29/2030  | 700000 | 693707 |
| Philip Morris International Inc 4.625% 11/1/2029  | 1720000 | 1751628 |
| Philip Morris International Inc 4.875% 2/15/2028  | 500000 | 509544 |
| Philip Morris International Inc 5.125% 11/17/2027  | 1970000 | 2011253 |
|  |  | 7403717 |
| TOTAL CONSUMER STAPLES |  | 40107909 |
| Energy - 1.1% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 2.061% 12/15/2026  | 660000 | 647315 |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.486% 5/1/2030  | 450000 | 455355 |
| Halliburton Co 2.92% 3/1/2030  | 430000 | 408015 |
| NOV Inc 3.6% 12/1/2029  | 220000 | 214661 |
|  |  | 1725346 |
| Oil, Gas & Consumable Fuels - 1.1% |  |  |
| Boardwalk Pipelines LP 4.45% 7/15/2027  | 540000 | 541511 |
| BP Capital Markets PLC 3.723% 11/28/2028  | 1380000 | 1372218 |
| Cheniere Corpus Christi Holdings LLC 5.125% 6/30/2027  | 340000 | 343413 |
| Cheniere Energy Inc 4.625% 10/15/2028  | 970000 | 970002 |
| Chevron Corp 1.995% 5/11/2027  | 830000 | 809663 |
| Chevron USA Inc 4.05% 8/13/2028  | 370000 | 373386 |
| Chevron USA Inc 4.3% 10/15/2030  | 410000 | 414959 |
| Chevron USA Inc 4.687% 4/15/2030  | 910000 | 933510 |
| ConocoPhillips Co 4.7% 1/15/2030  | 840000 | 858257 |
| DCP Midstream Operating LP 5.625% 7/15/2027  | 330000 | 336704 |
| Diamondback Energy Inc 3.5% 12/1/2029  | 850000 | 824506 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 500000 | 506937 |
| Energy Transfer LP 4.95% 6/15/2028  | 760000 | 773195 |
| Energy Transfer LP 5.2% 4/1/2030 (d) | 940000 | 972529 |
| Energy Transfer LP 5.25% 7/1/2029  | 480000 | 495385 |
| Energy Transfer LP 5.5% 6/1/2027  | 100000 | 101531 |
| Energy Transfer LP 6.1% 12/1/2028  | 1460000 | 1534378 |
| Enterprise Products Operating LLC 4.15% 10/16/2028  | 240000 | 241445 |
| Enterprise Products Operating LLC 5.25% 8/16/2077 (b) | 250000 | 249496 |
| Enterprise Products Operating LLC 5.375% 2/15/2078 (b)(d) | 640000 | 637803 |
| EQT Corp 3.9% 10/1/2027  | 250000 | 248508 |
| EQT Corp 5.7% 4/1/2028  | 380000 | 392383 |
| EQT Corp 7% 2/1/2030 (d)(f) | 720000 | 782832 |
| Expand Energy Corp 5.375% 3/15/2030  | 630000 | 638812 |
| Hess Corp 4.3% 4/1/2027  | 350000 | 351264 |
| Kinder Morgan Inc 1.75% 11/15/2026  | 610000 | 597294 |
| Kinder Morgan Inc 4.3% 3/1/2028  | 410000 | 412339 |
| Kinder Morgan Inc 5.1% 8/1/2029  | 280000 | 288371 |
| Marathon Petroleum Corp 5.15% 3/1/2030  | 590000 | 607558 |
| MPLX LP 4% 3/15/2028  | 1070000 | 1066970 |
| MPLX LP 4.25% 12/1/2027  | 580000 | 581343 |
| MPLX LP 4.8% 2/15/2031  | 600000 | 607675 |
| Occidental Petroleum Corp 5.2% 8/1/2029 (d) | 500000 | 512456 |
| Occidental Petroleum Corp 6.375% 9/1/2028  | 110000 | 115404 |
| Occidental Petroleum Corp 6.625% 9/1/2030  | 700000 | 754401 |
| Occidental Petroleum Corp 8.5% 7/15/2027  | 770000 | 806814 |
| ONEOK Inc 4.25% 9/24/2027  | 692000 | 693628 |
| ONEOK Inc 4.4% 10/15/2029  | 940000 | 942928 |
| ONEOK Inc 4.55% 7/15/2028  | 590000 | 594820 |
| ONEOK Inc 5.375% 6/1/2029  | 170000 | 175206 |
| ONEOK Inc 5.85% 1/15/2026  | 520000 | 520242 |
| Ovintiv Inc 5.65% 5/15/2028  | 580000 | 597181 |
| Phillips 66 3.9% 3/15/2028  | 990000 | 985235 |
| Phillips 66 Co 3.55% 10/1/2026  | 390000 | 388956 |
| Plains All American Pipeline LP / PAA Finance Corp 4.5% 12/15/2026  | 230000 | 230655 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 1/15/2031  | 430000 | 432846 |
| Sabine Pass Liquefaction LLC 4.2% 3/15/2028  | 400000 | 400665 |
| Sabine Pass Liquefaction LLC 5% 3/15/2027  | 790000 | 794629 |
| Sabine Pass Liquefaction LLC 5.875% 6/30/2026  | 150000 | 150176 |
| Shell Finance US Inc 2.375% 11/7/2029  | 650000 | 613019 |
| Shell Finance US Inc 4.125% 11/6/2030  | 440000 | 442296 |
| Shell International Finance BV 3.875% 11/13/2028  | 710000 | 710969 |
| Targa Resources Corp 4.35% 1/15/2029  | 180000 | 180606 |
| Targa Resources Corp 4.9% 9/15/2030  | 280000 | 285585 |
| Targa Resources Corp 6.15% 3/1/2029 (d) | 650000 | 685398 |
| Tennessee Gas Pipeline Co LLC 7% 3/15/2027  | 540000 | 560025 |
| Valero Energy Corp 4% 4/1/2029  | 480000 | 477167 |
| Valero Energy Partners LP 4.5% 3/15/2028  | 230000 | 231652 |
| Western Gas Partners LP 4.5% 3/1/2028  | 410000 | 411491 |
| Western Gas Partners LP 4.75% 8/15/2028  | 240000 | 242228 |
| Western Gas Partners LP 6.35% 1/15/2029  | 560000 | 590926 |
| Williams Cos Inc/The 3.5% 11/15/2030  | 500000 | 479626 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 1990000 | 1976535 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 350000 | 353996 |
| Williams Cos Inc/The 4.9% 3/15/2029  | 200000 | 204250 |
|  |  | 37408188 |
| TOTAL ENERGY |  | 39133534 |
| Financials - 7.8% |  |  |
| Banks - 3.7% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (b) | 820000 | 814105 |
| Bank of America Corp 1.734% 7/22/2027 (b) | 3260000 | 3209274 |
| Bank of America Corp 3.194% 7/23/2030 (b) | 2980000 | 2885408 |
| Bank of America Corp 3.419% 12/20/2028 (b) | 1540000 | 1520934 |
| Bank of America Corp 3.593% 7/21/2028 (b) | 1120000 | 1111309 |
| Bank of America Corp 3.974% 2/7/2030 (b) | 500000 | 497814 |
| Bank of America Corp 4.376% 4/27/2028 (b) | 1900000 | 1906834 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 3600000 | 3649122 |
| Bank of America Corp 4.948% 7/22/2028 (b) | 1200000 | 1216878 |
| Bank of America Corp 5.08% 1/20/2027 (b) | 1100000 | 1101075 |
| Bank of America Corp 5.162% 1/24/2031 (b) | 1750000 | 1815221 |
| Bank of America Corp 5.202% 4/25/2029 (b) | 750000 | 769154 |
| Bank of America Corp 5.511% 1/24/2036 (b) | 350000 | 369400 |
| Bank of America Corp 5.819% 9/15/2029 (b) | 2000000 | 2090694 |
| Bank of America Corp 6.204% 11/10/2028 (b) | 800000 | 831958 |
| Citibank NA 4.914% 5/29/2030 (d) | 5000000 | 5156847 |
| Citibank NA 5.803% 9/29/2028  | 760000 | 797715 |
| Citigroup Inc 1.122% 1/28/2027 (b) | 2100000 | 2089500 |
| Citigroup Inc 1.462% 6/9/2027 (b) | 2200000 | 2168655 |
| Citigroup Inc 2.976% 11/5/2030 (b) | 4360000 | 4160261 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 1650000 | 1632932 |
| Citigroup Inc 3.668% 7/24/2028 (b) | 590000 | 585855 |
| Citigroup Inc 3.887% 1/10/2028 (b) | 1130000 | 1127015 |
| Citigroup Inc 4.075% 4/23/2029 (b) | 650000 | 649632 |
| Citigroup Inc 4.125% 7/25/2028  | 480000 | 480111 |
| Citigroup Inc 4.45% 9/29/2027  | 350000 | 351717 |
| Citigroup Inc 4.503% 9/11/2031 (b)(d) | 850000 | 855961 |
| Citigroup Inc 4.542% 9/19/2030 (b) | 290000 | 292646 |
| Citigroup Inc 4.643% 5/7/2028 (b) | 2600000 | 2618493 |
| Citizens Bank NA/Providence RI 4.575% 8/9/2028 (b)(d) | 540000 | 543845 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (b) | 640000 | 656185 |
| Citizens Financial Group Inc 5.841% 1/23/2030 (b) | 370000 | 385518 |
| Comerica Inc 5.982% 1/30/2030 (b) | 530000 | 552077 |
| Fifth Third Bancorp 1.707% 11/1/2027 (b)(d) | 250000 | 244246 |
| Fifth Third Bancorp 3.95% 3/14/2028  | 930000 | 928343 |
| Fifth Third Bancorp 4.895% 9/6/2030 (b)(d) | 500000 | 508653 |
| Fifth Third Bancorp 6.361% 10/27/2028 (b) | 500000 | 520561 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (b) | 1590000 | 1597930 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (b) | 620000 | 640051 |
| Huntington National Bank/The 4.552% 5/17/2028 (b) | 590000 | 593367 |
| JPMorgan Chase & Co 1.04% 2/4/2027 (b) | 1500000 | 1492145 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (b) | 690000 | 675613 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (b) | 3211000 | 3178634 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (b) | 3700000 | 3515583 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (b) | 1080000 | 1019657 |
| JPMorgan Chase & Co 3.2% 6/15/2026  | 150000 | 149311 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (b) | 510000 | 506618 |
| JPMorgan Chase & Co 3.625% 12/1/2027  | 450000 | 447185 |
| JPMorgan Chase & Co 3.702% 5/6/2030 (b) | 260000 | 256566 |
| JPMorgan Chase & Co 4.005% 4/23/2029 (b) | 1960000 | 1958111 |
| JPMorgan Chase & Co 4.125% 12/15/2026  | 1480000 | 1482154 |
| JPMorgan Chase & Co 4.255% 10/22/2031 (b) | 1000000 | 1001170 |
| JPMorgan Chase & Co 4.323% 4/26/2028 (b) | 3000000 | 3011731 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (b) | 3700000 | 3749135 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (b) | 250000 | 257242 |
| JPMorgan Chase & Co 5.012% 1/23/2030 (b) | 4970000 | 5102899 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (b) | 1880000 | 1949727 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (b) | 700000 | 726161 |
| KeyCorp 2.25% 4/6/2027  | 50000 | 48745 |
| KeyCorp 5.121% 4/4/2031 (b) | 350000 | 359920 |
| M&T Bank Corp 5.179% 7/8/2031 (b) | 250000 | 256480 |
| M&T Bank Corp 7.413% 10/30/2029 (b) | 180000 | 195246 |
| Manufacturers & Traders Trust Co 4.7% 1/27/2028 (d) | 1220000 | 1237225 |
| Morgan Stanley Private Bank NA 4.204% 11/17/2028 (b) | 1500000 | 1502541 |
| Morgan Stanley Private Bank NA 4.465% 11/19/2031 (b) | 500000 | 502735 |
| Morgan Stanley Private Bank NA 4.734% 7/18/2031 (b) | 1500000 | 1525726 |
| PNC Financial Services Group Inc/The 4.899% 5/13/2031 (b) | 850000 | 871571 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (b) | 630000 | 653261 |
| PNC Financial Services Group Inc/The 5.3% 1/21/2028 (b) | 1000000 | 1013603 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (b) | 160000 | 163963 |
| PNC Financial Services Group Inc/The 5.492% 5/14/2030 (b) | 450000 | 469293 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 1650000 | 1710663 |
| Regions Financial Corp 5.722% 6/6/2030 (b)(d) | 380000 | 395884 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (b)(d) | 500000 | 489807 |
| Santander Holdings USA Inc 5.353% 9/6/2030 (b) | 290000 | 296855 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (b)(d) | 400000 | 414425 |
| Santander Holdings USA Inc 6.174% 1/9/2030 (b) | 420000 | 438522 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (b) | 550000 | 575458 |
| Synchrony Bank 5.625% 8/23/2027 (d) | 500000 | 510012 |
| Truist Financial Corp 1.267% 3/2/2027 (b) | 937000 | 929796 |
| Truist Financial Corp 5.071% 5/20/2031 (b) | 300000 | 308764 |
| Truist Financial Corp 6.047% 6/8/2027 (b)(d) | 2000000 | 2018171 |
| Truist Financial Corp 7.161% 10/30/2029 (b) | 1100000 | 1191067 |
| US Bancorp 4.653% 2/1/2029 (b) | 1720000 | 1741362 |
| US Bancorp 5.046% 2/12/2031 (b) | 300000 | 308990 |
| US Bancorp 5.1% 7/23/2030 (b) | 1530000 | 1578275 |
| US Bancorp 5.775% 6/12/2029 (b) | 1260000 | 1311148 |
| Wells Fargo & Co 2.393% 6/2/2028 (b) | 2160000 | 2107386 |
| Wells Fargo & Co 2.879% 10/30/2030 (b) | 3000000 | 2859956 |
| Wells Fargo & Co 3% 10/23/2026  | 100000 | 99055 |
| Wells Fargo & Co 3.196% 6/17/2027 (b) | 2580000 | 2567239 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) | 500000 | 496372 |
| Wells Fargo & Co 3.584% 5/22/2028 (b) | 600000 | 595611 |
| Wells Fargo & Co 4.078% 9/15/2029 (b) | 1000000 | 999637 |
| Wells Fargo & Co 4.1% 6/3/2026  | 460000 | 459946 |
| Wells Fargo & Co 5.15% 4/23/2031 (b) | 320000 | 331406 |
| Wells Fargo & Co 5.198% 1/23/2030 (b) | 970000 | 1000784 |
| Wells Fargo & Co 5.244% 1/24/2031 (b) | 600000 | 623455 |
| Wells Fargo & Co 5.574% 7/25/2029 (b) | 2600000 | 2694660 |
| Wells Fargo & Co 5.707% 4/22/2028 (b) | 7040000 | 7189868 |
|  |  | 129451821 |
| Capital Markets - 2.1% |  |  |
| Apollo Debt Solutions BDC 6.9% 4/13/2029  | 420000 | 440637 |
| Ares Capital Corp 2.15% 7/15/2026  | 100000 | 98488 |
| Ares Capital Corp 2.875% 6/15/2028 (d) | 750000 | 715861 |
| Ares Capital Corp 5.875% 3/1/2029  | 580000 | 595945 |
| Ares Capital Corp 5.95% 7/15/2029  | 300000 | 308514 |
| Ares Strategic Income Fund 4.85% 1/15/2029 (e) | 370000 | 365283 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 850000 | 853760 |
| Ares Strategic Income Fund 5.7% 3/15/2028 (d) | 820000 | 830652 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (b) | 1000000 | 1011969 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (b) | 1200000 | 1236330 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (b) | 300000 | 309338 |
| Bank of New York Mellon Corp/The 6.317% 10/25/2029 (b) | 210000 | 223242 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 1050000 | 1063276 |
| Blackstone Private Credit Fund 2.625% 12/15/2026 (d) | 470000 | 460510 |
| Blackstone Private Credit Fund 3.25% 3/15/2027  | 360000 | 353531 |
| Blackstone Private Credit Fund 5.05% 9/10/2030  | 320000 | 315465 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 90000 | 89672 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 500000 | 511267 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 230000 | 244519 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 1000000 | 1009920 |
| Blue Owl Capital Corp 2.875% 6/11/2028  | 130000 | 122539 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 1000000 | 1012574 |
| Charles Schwab Corp/The 2.45% 3/3/2027  | 1020000 | 1001194 |
| Charles Schwab Corp/The 3.25% 5/22/2029 (d) | 640000 | 623243 |
| Charles Schwab Corp/The 4.343% 11/14/2031 (b) | 300000 | 300778 |
| Charles Schwab Corp/The 4.625% 3/22/2030 (d) | 600000 | 614307 |
| Charles Schwab Corp/The 5.643% 5/19/2029 (b) | 490000 | 508892 |
| Charles Schwab Corp/The 6.196% 11/17/2029 (b) | 460000 | 487920 |
| Goldman Sachs BDC Inc 6.375% 3/11/2027  | 570000 | 582572 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (b) | 1400000 | 1398947 |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (b) | 1660000 | 1647454 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (b) | 3320000 | 3254750 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (b) | 5190000 | 5155695 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (b) | 500000 | 496606 |
| Goldman Sachs Group Inc/The 3.814% 4/23/2029 (b) | 1020000 | 1013038 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (b) | 750000 | 751546 |
| Goldman Sachs Group Inc/The 4.369% 10/21/2031 (b) | 1600000 | 1601886 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (b) | 1640000 | 1650694 |
| Goldman Sachs Group Inc/The 5.049% 7/23/2030 (b) | 1390000 | 1427941 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (b) | 600000 | 621637 |
| Goldman Sachs Group Inc/The 5.727% 4/25/2030 (b) | 1500000 | 1570960 |
| Golub Capital BDC Inc 6% 7/15/2029 (d) | 470000 | 479221 |
| HPS Corporate Lending Fund 5.45% 1/14/2028  | 500000 | 503841 |
| HPS Corporate Lending Fund 5.45% 11/15/2030 (e) | 450000 | 447383 |
| HPS Corporate Lending Fund 6.25% 9/30/2029 (d) | 100000 | 102919 |
| HPS Corporate Lending Fund 6.75% 1/30/2029 (d) | 200000 | 208524 |
| Intercontinental Exchange Inc 3.1% 9/15/2027  | 1060000 | 1045228 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 1330000 | 1317176 |
| Intercontinental Exchange Inc 3.95% 12/1/2028  | 500000 | 500307 |
| Intercontinental Exchange Inc 4.35% 6/15/2029  | 460000 | 464828 |
| Jefferies Financial Group Inc 4.15% 1/23/2030  | 600000 | 589587 |
| Jefferies Financial Group Inc 4.85% 1/15/2027  | 300000 | 301715 |
| Jefferies Financial Group Inc 5.875% 7/21/2028  | 290000 | 300702 |
| Lazard Group LLC 4.5% 9/19/2028  | 460000 | 463385 |
| LPL Holdings Inc 5.15% 6/15/2030  | 250000 | 255472 |
| LPL Holdings Inc 6.75% 11/17/2028 (d) | 590000 | 629270 |
| Moody's Corp 4.25% 2/1/2029  | 250000 | 251433 |
| Morgan Stanley 0.985% 12/10/2026 (b) | 1600000 | 1598623 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 4650000 | 4572789 |
| Morgan Stanley 1.593% 5/4/2027 (b) | 3080000 | 3046356 |
| Morgan Stanley 3.591% 7/22/2028 (b) | 1350000 | 1337527 |
| Morgan Stanley 4.35% 9/8/2026  | 120000 | 120295 |
| Morgan Stanley 4.356% 10/22/2031 (b) | 2000000 | 2002155 |
| Morgan Stanley 4.431% 1/23/2030 (b) | 460000 | 463445 |
| Morgan Stanley 4.654% 10/18/2030 (b) | 200000 | 202951 |
| Morgan Stanley 5.042% 7/19/2030 (b) | 1470000 | 1511153 |
| Morgan Stanley 5.123% 2/1/2029 (b) | 1500000 | 1532014 |
| Morgan Stanley 5.164% 4/20/2029 (b) | 820000 | 839519 |
| Morgan Stanley 5.192% 4/17/2031 (b) | 200000 | 207000 |
| Morgan Stanley 5.23% 1/15/2031 (b) | 2000000 | 2068645 |
| Morgan Stanley 5.656% 4/18/2030 (b) | 1600000 | 1672282 |
| Morgan Stanley 6.25% 8/9/2026  | 140000 | 142138 |
| Morgan Stanley Direct Lending Fund 6.15% 5/17/2029  | 300000 | 309338 |
| Nasdaq Inc 3.85% 6/30/2026  | 270000 | 269713 |
| Nasdaq Inc 5.35% 6/28/2028  | 300000 | 309451 |
| Northern Trust Corp 3.375% 5/8/2032 (b) | 250000 | 246025 |
| S&P Global Inc 2.45% 3/1/2027  | 650000 | 638383 |
| S&P Global Inc 2.7% 3/1/2029  | 870000 | 834986 |
| S&P Global Inc 4.75% 8/1/2028  | 240000 | 244643 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029 (d) | 160000 | 164171 |
| Sixth Street Specialty Lending Inc 6.95% 8/14/2028  | 120000 | 126089 |
| State Street Corp 1.684% 11/18/2027 (b) | 450000 | 440203 |
| State Street Corp 2.4% 1/24/2030 (d) | 2200000 | 2077657 |
| State Street Corp 4.729% 2/28/2030  | 300000 | 307701 |
| State Street Corp 5.684% 11/21/2029 (b) | 220000 | 230586 |
| State Street Corp U.S. SOFR Index + 0.95%, 5.0067% 4/24/2028 (b)(c) | 600000 | 603720 |
|  |  | 72863901 |
| Consumer Finance - 1.0% |  |  |
| Ally Financial Inc 2.2% 11/2/2028  | 870000 | 817481 |
| Ally Financial Inc 5.737% 5/15/2029 (b)(d) | 480000 | 490836 |
| Ally Financial Inc 6.848% 1/3/2030 (b) | 220000 | 232611 |
| Ally Financial Inc 6.992% 6/13/2029 (b) | 270000 | 284354 |
| American Express Co 3.3% 5/3/2027  | 540000 | 535880 |
| American Express Co 4.351% 7/20/2029 (b) | 400000 | 403271 |
| American Express Co 5.016% 4/25/2031 (b)(d) | 950000 | 981764 |
| American Express Co 5.085% 1/30/2031 (b) | 200000 | 206827 |
| American Express Co 5.282% 7/27/2029 (b) | 240000 | 247552 |
| American Express Co 5.532% 4/25/2030 (b) | 520000 | 544213 |
| American Express Co 5.85% 11/5/2027 (d) | 3980000 | 4121168 |
| Capital One Financial Corp 3.75% 7/28/2026  | 340000 | 338926 |
| Capital One Financial Corp 3.8% 1/31/2028  | 130000 | 129306 |
| Capital One Financial Corp 4.1% 2/9/2027  | 1340000 | 1338986 |
| Capital One Financial Corp 4.493% 9/11/2031 (b) | 400000 | 399744 |
| Capital One Financial Corp 4.5% 1/30/2026  | 100000 | 99999 |
| Capital One Financial Corp 4.927% 5/10/2028 (b) | 1660000 | 1677441 |
| Capital One Financial Corp 5.247% 7/26/2030 (b) | 760000 | 783208 |
| Capital One Financial Corp 5.468% 2/1/2029 (b)(d) | 2030000 | 2083579 |
| Ford Motor Credit Co LLC 4.95% 5/28/2027  | 600000 | 601366 |
| Ford Motor Credit Co LLC 5.113% 5/3/2029 (d) | 610000 | 608255 |
| Ford Motor Credit Co LLC 5.303% 9/6/2029  | 350000 | 351644 |
| Ford Motor Credit Co LLC 5.8% 3/8/2029 (d) | 500000 | 509696 |
| Ford Motor Credit Co LLC 5.875% 11/7/2029 (d) | 610000 | 624033 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 3770000 | 3947077 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 1005000 | 1046784 |
| John Deere Capital Corp 1.5% 3/6/2028 (d) | 1380000 | 1310870 |
| John Deere Capital Corp 2.35% 3/8/2027  | 4350000 | 4274156 |
| John Deere Capital Corp 2.8% 9/8/2027  | 1000000 | 983588 |
| John Deere Capital Corp 4.375% 10/15/2030  | 500000 | 506733 |
| John Deere Capital Corp 4.55% 6/5/2030  | 700000 | 713982 |
| John Deere Capital Corp 4.75% 1/20/2028  | 1400000 | 1427941 |
| John Deere Capital Corp 4.9% 3/3/2028  | 300000 | 307135 |
| John Deere Capital Corp 4.95% 7/14/2028  | 600000 | 616503 |
| Synchrony Financial 3.7% 8/4/2026  | 220000 | 219077 |
| Synchrony Financial 5.45% 3/6/2031 (b) | 290000 | 296670 |
| Synchrony Financial 5.935% 8/2/2030 (b)(d) | 340000 | 353050 |
| Toyota Motor Credit Corp 4.05% 9/5/2028  | 270000 | 271010 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 925000 | 942312 |
| Toyota Motor Credit Corp 4.65% 1/5/2029  | 230000 | 234700 |
|  |  | 35863728 |
| Financial Services - 0.7% |  |  |
| Aon Corp / Aon Global Holdings PLC 2.85% 5/28/2027  | 220000 | 216142 |
| Apollo Global Management Inc 4.6% 1/15/2031  | 250000 | 251692 |
| Blackstone Reg Finance Co LLC 4.3% 11/3/2030  | 280000 | 280168 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 470000 | 469089 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 300000 | 308442 |
| Blue Owl Credit Income Corp 7.75% 1/15/2029  | 700000 | 740392 |
| BP Capital Markets America Inc 3.017% 1/16/2027  | 1060000 | 1049668 |
| BP Capital Markets America Inc 4.699% 4/10/2029  | 1400000 | 1428713 |
| BP Capital Markets America Inc 5.017% 11/17/2027  | 1620000 | 1653428 |
| CNH Industrial Capital LLC 4.75% 3/21/2028  | 110000 | 111459 |
| CNH Industrial Capital LLC 5.1% 4/20/2029  | 230000 | 235643 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 660000 | 683465 |
| Corebridge Financial Inc 3.65% 4/5/2027 (d) | 540000 | 535832 |
| Corebridge Financial Inc 6.875% 12/15/2052 (b) | 540000 | 551660 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 700000 | 721807 |
| Enact Holdings Inc 6.25% 5/28/2029 (d) | 300000 | 314460 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 199000 | 199744 |
| Essent Group Ltd 6.25% 7/1/2029  | 300000 | 313577 |
| Fidelity National Information Services Inc 1.65% 3/1/2028 (d) | 500000 | 472945 |
| Fiserv Inc 3.2% 7/1/2026  | 280000 | 278257 |
| Fiserv Inc 3.5% 7/1/2029  | 950000 | 919164 |
| Fiserv Inc 4.55% 2/15/2031  | 620000 | 615377 |
| Fiserv Inc 5.15% 3/15/2027  | 840000 | 847673 |
| Fiserv Inc 5.375% 8/21/2028  | 890000 | 912534 |
| Global Payments Inc 2.15% 1/15/2027  | 200000 | 195322 |
| Global Payments Inc 2.9% 5/15/2030  | 350000 | 324276 |
| Global Payments Inc 3.2% 8/15/2029  | 530000 | 503911 |
| Global Payments Inc 4.5% 11/15/2028  | 1000000 | 1003340 |
| Global Payments Inc 4.875% 11/15/2030  | 460000 | 461079 |
| Global Payments Inc 4.95% 8/15/2027  | 160000 | 161443 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e) | 400000 | 406588 |
| Goldman Sachs Private Credit Corp 6.25% 5/6/2030 (d)(e) | 100000 | 101977 |
| Golub Capital Private Credit Fund 5.875% 5/1/2030  | 400000 | 405497 |
| Jackson Financial Inc 5.17% 6/8/2027  | 180000 | 182016 |
| Mastercard Inc 2.95% 6/1/2029  | 680000 | 659759 |
| Mastercard Inc 3.3% 3/26/2027  | 800000 | 795210 |
| Mastercard Inc 3.35% 3/26/2030  | 450000 | 440213 |
| National Rural Utilities Cooperative Finance Corp 3.7% 3/15/2029  | 550000 | 544507 |
| National Rural Utilities Cooperative Finance Corp 3.9% 11/1/2028  | 240000 | 239777 |
| National Rural Utilities Cooperative Finance Corp 4.85% 2/7/2029  | 690000 | 707091 |
| NMI Holdings Inc 6% 8/15/2029 (d) | 300000 | 310449 |
| PayPal Holdings Inc 2.85% 10/1/2029  | 620000 | 593635 |
| PayPal Holdings Inc 3.9% 6/1/2027  | 170000 | 170058 |
| Radian Group Inc 6.2% 5/15/2029  | 300000 | 314193 |
| Rexford Industrial Realty LP 5% 6/15/2028  | 110000 | 111871 |
| Sixth Street Lending Partners 5.75% 1/15/2030  | 300000 | 303844 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 270000 | 280682 |
| Visa Inc 0.75% 8/15/2027 (d) | 600000 | 571691 |
| Visa Inc 2.75% 9/15/2027  | 340000 | 334648 |
| Voya Financial Inc 3.65% 6/15/2026  | 140000 | 139666 |
| Voya Financial Inc 4.7% 1/23/2048 (b) | 130000 | 122933 |
| Western Union Co/The 1.35% 3/15/2026  | 330000 | 327046 |
|  |  | 24824053 |
| Insurance - 0.3% |  |  |
| AFLAC Inc 2.875% 10/15/2026 (d) | 230000 | 227877 |
| Allstate Corp/The 5.05% 6/24/2029  | 350000 | 361785 |
| Allstate Corp/The CME Term SOFR 3 month Index + 3.1996%, 7.0514% 8/15/2053 (b)(c) | 320000 | 319610 |
| American International Group Inc 4.85% 5/7/2030 (d) | 650000 | 665623 |
| Aon Corp 8.205% 1/1/2027  | 230000 | 239326 |
| Aon North America Inc 5.15% 3/1/2029  | 1000000 | 1029574 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 456000 | 465993 |
| Assurant Inc 4.9% 3/27/2028  | 110000 | 111405 |
| Assured Guaranty US Holdings Inc 6.125% 9/15/2028  | 200000 | 210296 |
| Athene Holding Ltd 4.125% 1/12/2028  | 320000 | 319088 |
| Athene Holding Ltd 6.15% 4/3/2030 (d) | 300000 | 317727 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030  | 460000 | 409802 |
| Berkshire Hathaway Fin Corp 1.85% 3/12/2030  | 170000 | 156414 |
| Brighthouse Financial Inc 3.7% 6/22/2027 (d) | 300000 | 293323 |
| Brighthouse Financial Inc 5.625% 5/15/2030 (d) | 300000 | 302891 |
| Brown & Brown Inc 4.7% 6/23/2028  | 700000 | 706775 |
| Brown & Brown Inc 4.9% 6/23/2030  | 120000 | 121568 |
| CNA Financial Corp 3.45% 8/15/2027  | 400000 | 395591 |
| CNA Financial Corp 4.5% 3/1/2026  | 510000 | 510000 |
| First American Financial Corp 4% 5/15/2030  | 200000 | 193632 |
| Globe Life Inc 4.55% 9/15/2028  | 180000 | 181881 |
| Lincoln National Corp 3.05% 1/15/2030  | 390000 | 372043 |
| Markel Group Inc 3.5% 11/1/2027  | 410000 | 405078 |
| Marsh & McLennan Cos Inc 4.375% 3/15/2029  | 560000 | 566249 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 500000 | 509861 |
| MetLife Inc 4.55% 3/23/2030  | 600000 | 612917 |
| Principal Financial Group Inc 3.7% 5/15/2029 (d) | 310000 | 304923 |
| Progressive Corp/The 2.5% 3/15/2027 (d) | 800000 | 786431 |
| Prudential Financial Inc 1.5% 3/10/2026  | 160000 | 158859 |
| Prudential Financial Inc 4.5% 9/15/2047 (b) | 600000 | 592651 |
| Trinity Acq PLC 4.4% 3/15/2026  | 470000 | 469978 |
| Willis North America Inc 4.5% 9/15/2028  | 390000 | 393035 |
| Willis North America Inc 4.65% 6/15/2027  | 300000 | 302099 |
|  |  | 13014305 |
| TOTAL FINANCIALS |  | 276017808 |
| Health Care - 2.1% |  |  |
| Biotechnology - 0.4% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 1830000 | 1812900 |
| AbbVie Inc 3.2% 11/21/2029  | 1840000 | 1784679 |
| AbbVie Inc 4.8% 3/15/2029  | 2030000 | 2083413 |
| Amgen Inc 2.2% 2/21/2027 (d) | 2250000 | 2200909 |
| Amgen Inc 3.2% 11/2/2027  | 1460000 | 1439955 |
| Amgen Inc 4.05% 8/18/2029  | 450000 | 449348 |
| Amgen Inc 5.15% 3/2/2028  | 1720000 | 1760510 |
| Amgen Inc 5.25% 3/2/2030  | 500000 | 519647 |
| Gilead Sciences Inc 2.95% 3/1/2027  | 110000 | 108855 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 800000 | 824496 |
|  |  | 12984712 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Abbott Laboratories 1.15% 1/30/2028  | 620000 | 587454 |
| Baxter International Inc 1.915% 2/1/2027  | 1540000 | 1500409 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 610000 | 606487 |
| Becton Dickinson & Co 5.081% 6/7/2029  | 700000 | 720306 |
| GE HealthCare Technologies Inc 4.8% 8/14/2029  | 270000 | 276195 |
| GE HealthCare Technologies Inc 5.65% 11/15/2027  | 890000 | 915671 |
| GE HealthCare Technologies Inc 5.857% 3/15/2030  | 440000 | 466051 |
| Medtronic Global Holdings SCA 4.25% 3/30/2028  | 290000 | 291975 |
| Solventum Corp 5.4% 3/1/2029  | 268000 | 277155 |
| Stryker Corp 3.65% 3/7/2028  | 1220000 | 1214956 |
| Stryker Corp 4.25% 9/11/2029  | 600000 | 604969 |
| Zimmer Biomet Holdings Inc 3.05% 1/15/2026  | 250000 | 249582 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 150000 | 154691 |
| Zimmer Biomet Holdings Inc 5.35% 12/1/2028  | 220000 | 227677 |
|  |  | 8093578 |
| Health Care Providers & Services - 0.9% |  |  |
| Ascension Health 4.078% 11/15/2028  | 140000 | 140843 |
| Ascension Health 4.294% 11/15/2030  | 182000 | 183305 |
| Cardinal Health Inc 3.41% 6/15/2027  | 730000 | 723153 |
| Cardinal Health Inc 4.5% 9/15/2030  | 370000 | 373825 |
| Cardinal Health Inc 5.125% 2/15/2029  | 130000 | 134044 |
| Cencora Inc 3.45% 12/15/2027  | 150000 | 148305 |
| Cencora Inc 4.85% 12/15/2029  | 300000 | 307646 |
| Centene Corp 4.25% 12/15/2027  | 1890000 | 1866783 |
| Centene Corp 4.625% 12/15/2029 (d) | 2240000 | 2165442 |
| Cigna Group/The 2.4% 3/15/2030  | 380000 | 353148 |
| Cigna Group/The 4.375% 10/15/2028  | 1210000 | 1222038 |
| Cigna Group/The 4.5% 2/25/2026  | 130000 | 129996 |
| Cigna Group/The 4.5% 9/15/2030  | 470000 | 473604 |
| Cigna Group/The 5% 5/15/2029  | 470000 | 483039 |
| CommonSpirit Health 4.352% 9/1/2030  | 200000 | 200247 |
| CVS Health Corp 1.3% 8/21/2027  | 2020000 | 1926126 |
| CVS Health Corp 2.875% 6/1/2026  | 530000 | 526548 |
| CVS Health Corp 3.25% 8/15/2029  | 970000 | 936832 |
| CVS Health Corp 4.3% 3/25/2028  | 2060000 | 2065712 |
| CVS Health Corp 5% 1/30/2029  | 1330000 | 1360753 |
| Elevance Health Inc 3.65% 12/1/2027  | 460000 | 456819 |
| Elevance Health Inc 4% 9/15/2028  | 590000 | 588734 |
| Elevance Health Inc 4.75% 2/15/2030  | 230000 | 234902 |
| Elevance Health Inc 5.15% 6/15/2029  | 750000 | 773709 |
| HCA Inc 3.5% 9/1/2030  | 790000 | 760426 |
| HCA Inc 4.125% 6/15/2029  | 1470000 | 1466738 |
| HCA Inc 4.3% 11/15/2030  | 800000 | 797744 |
| HCA Inc 4.5% 2/15/2027  | 820000 | 821736 |
| HCA Inc 5.25% 3/1/2030  | 510000 | 528096 |
| HCA Inc 5.375% 9/1/2026  | 260000 | 260698 |
| Humana Inc 1.35% 2/3/2027  | 1115000 | 1079325 |
| Humana Inc 3.125% 8/15/2029  | 380000 | 365124 |
| Icon Investments Six DAC 5.849% 5/8/2029  | 245000 | 255839 |
| Laboratory Corp of America Holdings 3.6% 9/1/2027  | 800000 | 795158 |
| McKesson Corp 4.65% 5/30/2030  | 300000 | 305965 |
| PeaceHealth Obligated Group 4.335% 11/15/2028  | 50000 | 50288 |
| Quest Diagnostics Inc 4.6% 12/15/2027  | 970000 | 981816 |
| Sabra Health Care LP 3.9% 10/15/2029  | 140000 | 136915 |
| UnitedHealth Group Inc 2% 5/15/2030  | 1150000 | 1052167 |
| UnitedHealth Group Inc 2.95% 10/15/2027  | 1330000 | 1308551 |
| UnitedHealth Group Inc 3.875% 12/15/2028  | 300000 | 299514 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 570000 | 574275 |
| UnitedHealth Group Inc 4.65% 1/15/2031  | 250000 | 254498 |
| UnitedHealth Group Inc 5.25% 2/15/2028  | 1250000 | 1284871 |
| Universal Health Services Inc 1.65% 9/1/2026  | 270000 | 264301 |
| Universal Health Services Inc 4.625% 10/15/2029  | 160000 | 161038 |
|  |  | 31580636 |
| Health Care Technology - 0.0% |  |  |
| IQVIA Inc 6.25% 2/1/2029  | 740000 | 780099 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 740000 | 742057 |
| Thermo Fisher Scientific Inc 1.75% 10/15/2028  | 130000 | 122549 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 480000 | 456459 |
| Thermo Fisher Scientific Inc 4.8% 11/21/2027  | 740000 | 753348 |
| Thermo Fisher Scientific Inc 5% 12/5/2026  | 330000 | 333362 |
|  |  | 2407775 |
| Pharmaceuticals - 0.6% |  |  |
| Eli Lilly & Co 4% 10/15/2028  | 800000 | 805427 |
| Eli Lilly & Co 4.2% 8/14/2029  | 860000 | 870083 |
| Eli Lilly & Co 4.75% 2/12/2030  | 500000 | 515042 |
| GlaxoSmithKline Capital Inc 4.5% 4/15/2030 (d) | 900000 | 916533 |
| Haleon US Capital LLC 3.375% 3/24/2027  | 1230000 | 1218864 |
| Johnson & Johnson 0.95% 9/1/2027 (d) | 580000 | 554158 |
| Johnson & Johnson 2.9% 1/15/2028 (d) | 1120000 | 1103317 |
| Johnson & Johnson 4.7% 3/1/2030  | 540000 | 557631 |
| Merck & Co Inc 1.7% 6/10/2027  | 2000000 | 1941607 |
| Merck & Co Inc 1.9% 12/10/2028 (d) | 250000 | 236316 |
| Merck & Co Inc 4.150% 9/15/2030 (d) | 1260000 | 1268607 |
| Novartis Capital Corp 2% 2/14/2027  | 580000 | 568437 |
| Novartis Capital Corp 3.1% 5/17/2027  | 120000 | 119013 |
| Novartis Capital Corp 3.9% 11/5/2028  | 500000 | 502093 |
| Novartis Capital Corp 4.1% 11/5/2030  | 760000 | 762931 |
| Pfizer Inc 3% 12/15/2026  | 110000 | 109163 |
| Pfizer Inc 3.6% 9/15/2028 (d) | 410000 | 409348 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 2300000 | 2327705 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 2050000 | 2099004 |
| Royalty Pharma PLC 4.450% 3/25/2031  | 400000 | 399208 |
| Viatris Inc 2.3% 6/22/2027 (d) | 390000 | 376624 |
| Viatris Inc 2.7% 6/22/2030  | 400000 | 364439 |
| Zoetis Inc 3% 9/12/2027  | 480000 | 472454 |
| Zoetis Inc 3.9% 8/20/2028 (d) | 1050000 | 1050283 |
|  |  | 19548287 |
| TOTAL HEALTH CARE |  | 75395087 |
| Industrials - 1.4% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co 2.75% 2/1/2026  | 350000 | 348986 |
| Boeing Co 3.1% 5/1/2026  | 100000 | 99529 |
| Boeing Co 3.2% 3/1/2029 (d) | 1280000 | 1238039 |
| Boeing Co 3.25% 2/1/2028  | 800000 | 785720 |
| Boeing Co 5.15% 5/1/2030  | 1310000 | 1350192 |
| GE Aerospace 4.3% 7/29/2030  | 300000 | 303361 |
| General Dynamics Corp 2.625% 11/15/2027  | 500000 | 489513 |
| General Dynamics Corp 3.625% 4/1/2030  | 630000 | 620633 |
| Howmet Aerospace Inc 3% 1/15/2029  | 500000 | 485332 |
| Huntington Ingalls Industries Inc 2.043% 8/16/2028  | 750000 | 708939 |
| L3Harris Technologies Inc 4.4% 6/15/2028  | 720000 | 725659 |
| L3Harris Technologies Inc 5.05% 6/1/2029  | 340000 | 350118 |
| L3Harris Technologies Inc 5.4% 1/15/2027  | 800000 | 811998 |
| Lockheed Martin Corp 4.4% 8/15/2030  | 640000 | 648787 |
| Lockheed Martin Corp 5.1% 11/15/2027 (d) | 350000 | 358017 |
| Northrop Grumman Corp 3.2% 2/1/2027 (d) | 600000 | 594813 |
| Northrop Grumman Corp 4.4% 5/1/2030  | 600000 | 606903 |
| Northrop Grumman Corp 4.6% 2/1/2029  | 190000 | 193375 |
| RTX Corp 3.5% 3/15/2027  | 1010000 | 1004165 |
| RTX Corp 5.75% 1/15/2029  | 1000000 | 1049507 |
|  |  | 12773586 |
| Air Freight & Logistics - 0.0% |  |  |
| FedEx Corp 3.1% 8/5/2029  | 510000 | 491076 |
| United Parcel Service Inc 3.05% 11/15/2027  | 530000 | 522968 |
| United Parcel Service Inc 4.65% 10/15/2030  | 600000 | 615781 |
|  |  | 1629825 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 540000 | 530202 |
| Carrier Global Corp 2.722% 2/15/2030  | 780000 | 734394 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA 5.5% 4/19/2029  | 500000 | 521643 |
| Owens Corning 3.4% 8/15/2026  | 260000 | 258531 |
| Owens Corning 3.95% 8/15/2029  | 460000 | 456559 |
|  |  | 2501329 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 3.95% 5/15/2028  | 300000 | 300665 |
| Republic Services Inc 5% 11/15/2029 (d) | 500000 | 519708 |
| Waste Management Inc 4.65% 3/15/2030  | 900000 | 921226 |
| Waste Management Inc 4.875% 2/15/2029  | 410000 | 421494 |
| Waste Management Inc 4.95% 7/3/2027  | 440000 | 447173 |
|  |  | 2610266 |
| Electrical Equipment - 0.0% |  |  |
| Emerson Electric Co 1.95% 10/15/2030  | 60000 | 54614 |
| Emerson Electric Co 2% 12/21/2028  | 600000 | 568264 |
| Hubbell Inc 3.15% 8/15/2027  | 260000 | 256191 |
| Hubbell Inc 3.35% 3/1/2026  | 110000 | 109999 |
| Regal Rexnord Corp 6.05% 4/15/2028  | 220000 | 227699 |
| Regal Rexnord Corp 6.3% 2/15/2030  | 300000 | 318709 |
|  |  | 1535476 |
| Ground Transportation - 0.1% |  |  |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027  | 100000 | 99289 |
| CSX Corp 3.25% 6/1/2027  | 340000 | 336873 |
| CSX Corp 4.25% 3/15/2029  | 290000 | 292900 |
| Norfolk Southern Corp 2.9% 6/15/2026  | 490000 | 487196 |
| Norfolk Southern Corp 7.8% 5/15/2027  | 320000 | 337243 |
| Ryder System Inc 4.85% 6/15/2030  | 400000 | 408952 |
| Ryder System Inc 5.5% 6/1/2029  | 1000000 | 1044381 |
| Union Pacific Corp 2.15% 2/5/2027  | 100000 | 98080 |
| Union Pacific Corp 6.625% 2/1/2029  | 730000 | 786978 |
|  |  | 3891892 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co 2.25% 9/19/2026  | 250000 | 246531 |
| 3M Co 2.375% 8/26/2029  | 670000 | 631350 |
| 3M Co 2.875% 10/15/2027  | 410000 | 402393 |
| 3M Co 3.625% 9/14/2028 (d) | 460000 | 456956 |
| Honeywell International Inc 1.1% 3/1/2027  | 330000 | 318905 |
| Honeywell International Inc 2.5% 11/1/2026  | 410000 | 404913 |
| Honeywell International Inc 2.7% 8/15/2029 (d) | 1750000 | 1673122 |
| Honeywell International Inc 4.95% 2/15/2028  | 350000 | 358162 |
|  |  | 4492332 |
| Machinery - 0.3% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 680000 | 649264 |
| Caterpillar Financial Services Corp 1.7% 1/8/2027  | 370000 | 361874 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 300000 | 302092 |
| Caterpillar Financial Services Corp 4.6% 11/15/2027  | 2180000 | 2214496 |
| Caterpillar Financial Services Corp 4.85% 2/27/2029 (d) | 440000 | 453026 |
| Caterpillar Financial Services Corp 5% 5/14/2027 (d) | 1530000 | 1555391 |
| Cummins Inc 4.7% 2/15/2031  | 350000 | 358762 |
| Eaton Corp 4.35% 5/18/2028  | 390000 | 394482 |
| Ingersoll Rand Inc 5.176% 6/15/2029  | 600000 | 622012 |
| Ingersoll Rand Inc 5.4% 8/14/2028  | 470000 | 486414 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 890000 | 833495 |
| Parker-Hannifin Corp 4.25% 9/15/2027  | 1600000 | 1610839 |
| Stanley Black & Decker Inc 6% 3/6/2028 (d) | 1310000 | 1358456 |
| Westinghouse Air Brake Technologies Corp 3.45% 11/15/2026  | 280000 | 278321 |
| Westinghouse Air Brake Technologies Corp 4.7% 9/15/2028 (f) | 660000 | 668038 |
|  |  | 12146962 |
| Passenger Airlines - 0.1% |  |  |
| American Airlines 2017-2 Class AA Pass Through Trust equipment trust certificate 3.35% 4/15/2031  | 582202 | 562239 |
| Delta Air Lines Inc 4.95% 7/10/2028  | 720000 | 731045 |
| Delta Air Lines Inc 5.25% 7/10/2030  | 360000 | 369593 |
| Southwest Airlines Co 2.625% 2/10/2030  | 230000 | 213095 |
| Southwest Airlines Co 4.375% 11/15/2028  | 50000 | 50000 |
| Southwest Airlines Co 5.125% 6/15/2027  | 870000 | 879771 |
| United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/2027  | 73320 | 73325 |
|  |  | 2879068 |
| Professional Services - 0.0% |  |  |
| Paychex Inc 5.1% 4/15/2030 (d) | 594000 | 610440 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 370000 | 372997 |
|  |  | 983437 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 2.1% 9/1/2028  | 530000 | 498420 |
| Air Lease Corp 2.2% 1/15/2027  | 280000 | 273559 |
| Air Lease Corp 3% 2/1/2030  | 600000 | 561493 |
| Air Lease Corp 3.625% 12/1/2027  | 570000 | 562172 |
| Air Lease Corp 3.625% 4/1/2027  | 180000 | 177527 |
| GATX Corp 4.55% 11/7/2028  | 680000 | 686098 |
|  |  | 2759269 |
| TOTAL INDUSTRIALS |  | 48203442 |
| Information Technology - 1.7% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 4.75% 2/24/2030  | 300000 | 308711 |
| Cisco Systems Inc 4.8% 2/26/2027  | 1250000 | 1264715 |
| Cisco Systems Inc 4.85% 2/26/2029  | 800000 | 822155 |
| Motorola Solutions Inc 4.6% 5/23/2029  | 500000 | 506253 |
| Motorola Solutions Inc 5% 4/15/2029  | 210000 | 215316 |
|  |  | 3117150 |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 3.8% 11/15/2027  | 850000 | 848974 |
| Amphenol Corp 4.125% 11/15/2030  | 1000000 | 998009 |
| Amphenol Corp 4.375% 6/12/2028  | 800000 | 808513 |
| Amphenol Corp 5.05% 4/5/2027  | 500000 | 507235 |
| Amphenol Corp 5.05% 4/5/2029  | 300000 | 309219 |
| Dell International LLC / EMC Corp 4.15% 2/15/2029  | 500000 | 499322 |
| Dell International LLC / EMC Corp 4.35% 2/1/2030  | 800000 | 800401 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 660000 | 681662 |
| Dell International LLC / EMC Corp 6.1% 7/15/2027  | 480000 | 493314 |
| Flex Ltd 3.75% 2/1/2026  | 280000 | 279656 |
| Teledyne Technologies Inc 1.6% 4/1/2026 (d) | 180000 | 178345 |
| Teledyne Technologies Inc 2.25% 4/1/2028  | 290000 | 278006 |
| Vontier Corp 1.8% 4/1/2026  | 210000 | 208101 |
| Vontier Corp 2.4% 4/1/2028  | 120000 | 114597 |
|  |  | 7005354 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 360000 | 354147 |
| CDW LLC / CDW Finance Corp 3.276% 12/1/2028  | 620000 | 599484 |
| CDW LLC / CDW Finance Corp 4.25% 4/1/2028  | 430000 | 428022 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 80000 | 81716 |
| IBM Corporation 1.7% 5/15/2027  | 1110000 | 1076445 |
| IBM Corporation 1.95% 5/15/2030  | 320000 | 291845 |
| IBM Corporation 2.2% 2/9/2027  | 1460000 | 1431081 |
| IBM Corporation 4.15% 7/27/2027  | 570000 | 573308 |
| IBM Corporation 4.5% 2/6/2028  | 430000 | 434898 |
| IBM Corporation 4.8% 2/10/2030  | 800000 | 821577 |
| IBM International Capital Pte Ltd 4.6% 2/5/2029  | 510000 | 518926 |
|  |  | 6611449 |
| Semiconductors & Semiconductor Equipment - 0.5% |  |  |
| Analog Devices Inc 3.45% 6/15/2027  | 370000 | 367565 |
| Analog Devices Inc 4.5% 6/15/2030  | 440000 | 447649 |
| Applied Materials Inc 3.3% 4/1/2027  | 630000 | 626033 |
| Applied Materials Inc 4.8% 6/15/2029  | 260000 | 267073 |
| Broadcom Inc 4% 4/15/2029 (e) | 260000 | 259630 |
| Broadcom Inc 4.11% 9/15/2028  | 670000 | 672816 |
| Broadcom Inc 4.2% 10/15/2030  | 400000 | 401439 |
| Broadcom Inc 4.35% 2/15/2030 (d) | 1120000 | 1129546 |
| Broadcom Inc 4.6% 7/15/2030  | 450000 | 458586 |
| Broadcom Inc 4.75% 4/15/2029  | 230000 | 234919 |
| Broadcom Inc 5.05% 7/12/2029  | 1420000 | 1467315 |
| Intel Corp 1.6% 8/12/2028 (d) | 2760000 | 2584930 |
| Intel Corp 2.6% 5/19/2026  | 100000 | 99285 |
| Intel Corp 3.75% 3/25/2027  | 350000 | 348337 |
| Intel Corp 3.75% 8/5/2027  | 1440000 | 1429989 |
| Intel Corp 4.875% 2/10/2028  | 150000 | 152297 |
| Intel Corp 5.125% 2/10/2030 (d) | 400000 | 411671 |
| Lam Research Corp 4% 3/15/2029  | 830000 | 831248 |
| Marvell Technology Inc 1.65% 4/15/2026  | 270000 | 267455 |
| Marvell Technology Inc 2.45% 4/15/2028  | 140000 | 134716 |
| Marvell Technology Inc 4.75% 7/15/2030  | 90000 | 91338 |
| Marvell Technology Inc 4.875% 6/22/2028  | 490000 | 498583 |
| Microchip Technology Inc 5.05% 3/15/2029  | 1170000 | 1194306 |
| QUALCOMM Inc 1.3% 5/20/2028 (d) | 240000 | 225895 |
| QUALCOMM Inc 3.25% 5/20/2027  | 1050000 | 1042316 |
| QUALCOMM Inc 4.5% 5/20/2030  | 570000 | 580251 |
| Texas Instruments Inc 4.5% 5/23/2030  | 800000 | 816476 |
| Texas Instruments Inc 4.6% 2/15/2028  | 730000 | 741786 |
|  |  | 17783450 |
| Software - 0.4% |  |  |
| Adobe Inc 4.8% 4/4/2029 (d) | 1960000 | 2015348 |
| AppLovin Corp 5.125% 12/1/2029  | 130000 | 132979 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 600000 | 603042 |
| Fortinet Inc 1% 3/15/2026  | 210000 | 207786 |
| Microsoft Corp 3.3% 2/6/2027  | 310000 | 308903 |
| Oracle Corp 2.3% 3/25/2028  | 610000 | 581912 |
| Oracle Corp 2.8% 4/1/2027  | 440000 | 431370 |
| Oracle Corp 4.2% 9/27/2029  | 2240000 | 2210334 |
| Oracle Corp 4.45% 9/26/2030  | 1000000 | 985372 |
| Oracle Corp 4.65% 5/6/2030  | 330000 | 329024 |
| Oracle Corp 4.8% 8/3/2028  | 1250000 | 1262253 |
| Roper Technologies Inc 2.95% 9/15/2029  | 310000 | 296557 |
| Roper Technologies Inc 3.8% 12/15/2026  | 280000 | 279315 |
| Roper Technologies Inc 4.2% 9/15/2028  | 470000 | 471373 |
| Roper Technologies Inc 4.45% 9/15/2030  | 500000 | 502791 |
| Salesforce Inc 1.5% 7/15/2028 (d) | 1560000 | 1474602 |
| Synopsys Inc 4.65% 4/1/2028  | 910000 | 922167 |
| Synopsys Inc 4.85% 4/1/2030  | 600000 | 612944 |
| VMware LLC 3.9% 8/21/2027 (d) | 440000 | 439255 |
| VMware LLC 4.7% 5/15/2030  | 310000 | 315209 |
|  |  | 14382536 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple Inc 1.4% 8/5/2028 (d) | 940000 | 886600 |
| Apple Inc 2.9% 9/12/2027  | 460000 | 454044 |
| Apple Inc 3% 11/13/2027  | 260000 | 257332 |
| Apple Inc 3% 6/20/2027  | 640000 | 633501 |
| Apple Inc 4% 5/10/2028 (d) | 4650000 | 4686628 |
| Apple Inc 4.2% 5/12/2030  | 1240000 | 1259379 |
| Hewlett Packard Enterprise Co 4.4% 10/15/2030  | 370000 | 369087 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 880000 | 886163 |
| Hewlett Packard Enterprise Co 5.25% 7/1/2028  | 200000 | 205523 |
| HP Inc 3% 6/17/2027 (d) | 350000 | 344032 |
| HP Inc 5.4% 4/25/2030  | 550000 | 571440 |
|  |  | 10553729 |
| TOTAL INFORMATION TECHNOLOGY |  | 59453668 |
| Materials - 0.3% |  |  |
| Chemicals - 0.1% |  |  |
| Air Products and Chemicals Inc 4.3% 6/11/2028  | 800000 | 808256 |
| Air Products and Chemicals Inc 4.6% 2/8/2029  | 330000 | 336522 |
| Albemarle Corp 4.65% 6/1/2027 (d) | 220000 | 220532 |
| Dow Chemical Co/The 4.8% 11/30/2028  | 190000 | 192645 |
| Eastman Chemical Co 5% 8/1/2029  | 330000 | 336315 |
| Ecolab Inc 5.25% 1/15/2028  | 570000 | 585700 |
| Huntsman Intl LLC 4.5% 5/1/2029  | 330000 | 315721 |
| International Flavors & Fragrances Inc 4.45% 9/26/2028  | 110000 | 110621 |
| Mosaic Co/The 4.05% 11/15/2027  | 420000 | 419862 |
| PPG Industries Inc 1.2% 3/15/2026  | 330000 | 327192 |
| Rohm and Haas Co 7.85% 7/15/2029  | 200000 | 222636 |
| RPM International Inc 4.55% 3/1/2029  | 140000 | 141620 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 700000 | 693749 |
| Sherwin-Williams Co/The 4.55% 3/1/2028  | 300000 | 303103 |
|  |  | 5014474 |
| Construction Materials - 0.0% |  |  |
| Amrize Finance US LLC 4.95% 4/7/2030 (e) | 630000 | 646338 |
| CRH America Finance Inc 4.4% 2/9/2031  | 250000 | 250565 |
|  |  | 896903 |
| Containers & Packaging - 0.1% |  |  |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 830000 | 858810 |
| Avery Dennison Corp 4.875% 12/6/2028  | 230000 | 234784 |
| Berry Global Inc 1.57% 1/15/2026  | 280000 | 279051 |
| Berry Global Inc 1.65% 1/15/2027  | 120000 | 116429 |
| Sonoco Products Co 4.6% 9/1/2029  | 290000 | 292590 |
| WestRock MWV LLC 8.2% 1/15/2030  | 480000 | 549120 |
| WRKCo Inc 3.9% 6/1/2028  | 430000 | 427357 |
| WRKCo Inc 4% 3/15/2028  | 380000 | 379624 |
|  |  | 3137765 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.125% 3/1/2028  | 590000 | 588237 |
| Freeport-McMoRan Inc 4.625% 8/1/2030  | 240000 | 241295 |
| Newmont Corp / Newcrest Finance Pty Ltd 3.25% 5/13/2030  | 394000 | 379821 |
| Nucor Corp 3.95% 5/1/2028  | 250000 | 250084 |
| Nucor Corp 4.65% 6/1/2030  | 330000 | 336577 |
|  |  | 1796014 |
| TOTAL MATERIALS |  | 10845156 |
| Real Estate - 1.0% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 4.6% 11/15/2030  | 300000 | 301969 |
| GLP Capital LP / GLP Financing II Inc 4% 1/15/2030  | 630000 | 610515 |
| Piedmont Operating Partnership LP 9.25% 7/20/2028  | 260000 | 287961 |
| Store Capital LLC 4.5% 3/15/2028  | 400000 | 400340 |
| VICI Properties LP 4.75% 2/15/2028  | 960000 | 969772 |
| VICI Properties LP 4.95% 2/15/2030  | 370000 | 374415 |
| Vornado Realty LP 2.15% 6/1/2026 (d) | 400000 | 394646 |
|  |  | 3339618 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 3.95% 1/15/2028  | 140000 | 139226 |
| Alexandria Real Estate Equities Inc 4.5% 7/30/2029  | 250000 | 250733 |
| Healthcare Realty Holdings LP 3.5% 8/1/2026 (d) | 240000 | 238508 |
| Healthcare Realty Holdings LP 3.75% 7/1/2027  | 680000 | 674661 |
| Healthpeak OP LLC 1.35% 2/1/2027  | 540000 | 522770 |
| Healthpeak OP LLC 2.125% 12/1/2028  | 160000 | 150605 |
| Omega Healthcare Investors Inc 3.625% 10/1/2029  | 290000 | 279796 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030  | 100000 | 101898 |
| Ventas Realty LP 4.125% 1/15/2026  | 360000 | 359772 |
| Ventas Realty LP 4.4% 1/15/2029  | 880000 | 884643 |
| Welltower OP LLC 2.05% 1/15/2029  | 780000 | 734962 |
| Welltower OP LLC 4.25% 4/1/2026  | 140000 | 139974 |
|  |  | 4477548 |
| Industrial REITs - 0.0% |  |  |
| Prologis LP 2.25% 4/15/2030  | 490000 | 454502 |
| Prologis LP 4.375% 2/1/2029  | 550000 | 555545 |
| Prologis LP 4.875% 6/15/2028  | 500000 | 511859 |
|  |  | 1521906 |
| Office REITs - 0.1% |  |  |
| Boston Properties LP 3.4% 6/21/2029  | 330000 | 318741 |
| Boston Properties LP 3.65% 2/1/2026  | 320000 | 319556 |
| COPT Defense Properties LP 2% 1/15/2029  | 300000 | 279621 |
| Highwoods Realty LP 4.125% 3/15/2028  | 730000 | 722709 |
| Kilroy Realty LP 4.25% 8/15/2029  | 280000 | 275017 |
|  |  | 1915644 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Services Inc 5.1% 6/15/2030  | 130000 | 132363 |
| CBRE Services Inc 5.5% 4/1/2029  | 330000 | 342485 |
| Digital Realty Trust LP 3.7% 8/15/2027  | 660000 | 655453 |
| Digital Realty Trust LP 4.45% 7/15/2028  | 420000 | 423341 |
| Digital Realty Trust LP 5.55% 1/15/2028  | 260000 | 267603 |
| Essex Portfolio LP 3.375% 4/15/2026  | 240000 | 239125 |
| Essex Portfolio LP 4% 3/1/2029  | 160000 | 159059 |
| Extra Space Storage LP 4% 6/15/2029  | 570000 | 566556 |
| Mid-America Apartments LP 4.2% 6/15/2028  | 340000 | 341302 |
| Tanger Properties LP 3.875% 7/15/2027  | 210000 | 208711 |
|  |  | 3335998 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 4.9% 2/15/2029  | 220000 | 224162 |
| American Homes 4 Rent LP 4.95% 6/15/2030  | 150000 | 153218 |
| AvalonBay Communities Inc 1.9% 12/1/2028  | 90000 | 84806 |
| AvalonBay Communities Inc 3.3% 6/1/2029  | 270000 | 263207 |
| Camden Property Trust 3.15% 7/1/2029 (d) | 790000 | 763651 |
| ERP Operating LP 2.85% 11/1/2026  | 610000 | 604310 |
| UDR Inc 3.5% 7/1/2027  | 650000 | 643202 |
| UDR Inc 4.4% 1/26/2029  | 250000 | 251990 |
|  |  | 2988546 |
| Retail REITs - 0.2% |  |  |
| Agree LP 2% 6/15/2028  | 120000 | 114261 |
| Brixmor Operating Partnership LP 3.9% 3/15/2027  | 170000 | 169517 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029  | 260000 | 258725 |
| Brixmor Operating Partnership LP 4.125% 6/15/2026  | 500000 | 499655 |
| Federal Realty OP LP 1.25% 2/15/2026  | 290000 | 288068 |
| Federal Realty OP LP 3.2% 6/15/2029  | 360000 | 347477 |
| NNN REIT Inc 2.5% 4/15/2030  | 270000 | 251284 |
| NNN REIT Inc 3.5% 10/15/2027  | 260000 | 257468 |
| Realty Income Corp 3.95% 2/1/2029  | 800000 | 797331 |
| Realty Income Corp 4% 7/15/2029  | 580000 | 578639 |
| Realty Income Corp 4.7% 12/15/2028  | 730000 | 743618 |
| Realty Income Corp 4.875% 6/1/2026  | 340000 | 340727 |
| Regency Centers LP 4.125% 3/15/2028  | 280000 | 280356 |
| Simon Property Group LP 1.75% 2/1/2028 (d) | 260000 | 248516 |
| Simon Property Group LP 3.25% 11/30/2026  | 380000 | 377662 |
| Simon Property Group LP 3.375% 6/15/2027  | 100000 | 99249 |
| Simon Property Group LP 4.375% 10/1/2030  | 780000 | 786272 |
|  |  | 6438825 |
| Specialized REITs - 0.3% |  |  |
| American Tower Corp 2.75% 1/15/2027  | 130000 | 128146 |
| American Tower Corp 3.65% 3/15/2027  | 690000 | 685307 |
| American Tower Corp 4.4% 2/15/2026  | 290000 | 290001 |
| American Tower Corp 4.9% 3/15/2030  | 566000 | 579183 |
| American Tower Corp 5.25% 7/15/2028  | 2210000 | 2271456 |
| American Tower Corp 5.8% 11/15/2028  | 100000 | 104400 |
| Crown Castle Inc 1.05% 7/15/2026  | 250000 | 245149 |
| Crown Castle Inc 2.9% 3/15/2027  | 560000 | 550392 |
| Crown Castle Inc 3.65% 9/1/2027  | 370000 | 366544 |
| Crown Castle Inc 3.7% 6/15/2026  | 480000 | 478418 |
| Crown Castle Inc 3.8% 2/15/2028  | 870000 | 861309 |
| Crown Castle Inc 4.45% 2/15/2026  | 260000 | 259952 |
| Crown Castle Inc 4.9% 9/1/2029  | 310000 | 314738 |
| CubeSmart LP 2.25% 12/15/2028  | 400000 | 378681 |
| EPR Properties 4.5% 6/1/2027  | 500000 | 500281 |
| EPR Properties 4.95% 4/15/2028  | 260000 | 262145 |
| Equinix Inc 1.45% 5/15/2026  | 491000 | 484915 |
| Equinix Inc 3.2% 11/18/2029  | 1480000 | 1421950 |
| Public Storage Operating Co 1.95% 11/9/2028  | 1250000 | 1183544 |
| Weyerhaeuser Co 4% 4/15/2030  | 740000 | 731244 |
| Weyerhaeuser Co 6.95% 10/1/2027  | 150000 | 157721 |
|  |  | 12255476 |
| TOTAL REAL ESTATE |  | 36273561 |
| Utilities - 1.6% |  |  |
| Electric Utilities - 1.1% |  |  |
| AEP Texas Inc 2.1% 7/1/2030  | 280000 | 255242 |
| AEP Texas Inc 3.95% 6/1/2028  | 180000 | 178997 |
| AEP Transmission Co LLC 3.1% 12/1/2026  | 180000 | 178425 |
| Alabama Power Co 4.3% 3/15/2031  | 200000 | 200560 |
| American Electric Power Co Inc 3.2% 11/13/2027 (d) | 510000 | 502322 |
| American Electric Power Co Inc 4.3% 12/1/2028  | 230000 | 231534 |
| American Electric Power Co Inc 5.75% 11/1/2027 (d) | 1000000 | 1030115 |
| American Electric Power Co Inc 5.8% 3/15/2056 (b) | 200000 | 198611 |
| American Electric Power Co Inc 7.05% 12/15/2054 (b) | 400000 | 419819 |
| Avangrid Inc 3.8% 6/1/2029  | 260000 | 256702 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 350000 | 359197 |
| Cleco Corporate Holdings LLC 3.743% 5/1/2026 (d) | 220000 | 219172 |
| Commonwealth Edison Co 3.7% 8/15/2028 (d) | 660000 | 657186 |
| Connecticut Light and Power Co/The 0.75% 12/1/2025  | 100000 | 100000 |
| Connecticut Light and Power Co/The 3.2% 3/15/2027  | 230000 | 227719 |
| Consolidated Edison Co of New York Inc 3.125% 11/15/2027  | 360000 | 354720 |
| DTE Electric Co 2.625% 3/1/2031  | 250000 | 230970 |
| Duke Energy Carolinas LLC 2.95% 12/1/2026  | 240000 | 238084 |
| Duke Energy Carolinas LLC 4.85% 3/15/2030  | 670000 | 690931 |
| Duke Energy Corp 2.65% 9/1/2026  | 340000 | 336426 |
| Duke Energy Corp 3.25% 1/15/2082 (b) | 220000 | 212257 |
| Duke Energy Corp 3.4% 6/15/2029 (d) | 430000 | 419922 |
| Duke Energy Corp 5% 12/8/2027  | 750000 | 762578 |
| Duke Energy Florida LLC 3.2% 1/15/2027  | 260000 | 258235 |
| Duke Energy Florida LLC 4.2% 12/1/2030  | 600000 | 601251 |
| Duke Energy Progress LLC 3.45% 3/15/2029 (d) | 380000 | 374175 |
| Edison International 4.125% 3/15/2028  | 360000 | 355813 |
| Edison International 5.25% 11/15/2028  | 520000 | 527510 |
| Edison International 5.75% 6/15/2027  | 126000 | 128142 |
| Edison International 6.25% 3/15/2030  | 290000 | 303125 |
| Entergy Corp 7.125% 12/1/2054 (b) | 470000 | 494301 |
| Entergy Louisiana LLC 2.4% 10/1/2026 (d) | 490000 | 483913 |
| Entergy Louisiana LLC 3.12% 9/1/2027  | 510000 | 502919 |
| Eversource Energy 2.9% 3/1/2027  | 160000 | 157391 |
| Eversource Energy 5.45% 3/1/2028  | 1400000 | 1433676 |
| Eversource Energy 5.95% 2/1/2029  | 380000 | 397635 |
| Exelon Corp 2.75% 3/15/2027  | 600000 | 589342 |
| Exelon Corp 3.4% 4/15/2026  | 100000 | 99714 |
| Exelon Corp 4.05% 4/15/2030  | 750000 | 744201 |
| FirstEnergy Corp 3.9% 7/15/2027 (f) | 620000 | 616757 |
| Florida Power & Light Co 4.625% 5/15/2030 (d) | 470000 | 479706 |
| Florida Power & Light Co 5.05% 4/1/2028  | 390000 | 399902 |
| Georgia Power Co 4.65% 5/16/2028  | 800000 | 812712 |
| Interstate Power and Light Co 3.6% 4/1/2029  | 450000 | 441781 |
| Jersey Central Power & Light Co 4.4% 1/15/2031 (e) | 200000 | 199504 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 1220000 | 1190793 |
| NextEra Energy Capital Holdings Inc 3.5% 4/1/2029  | 570000 | 559234 |
| NextEra Energy Capital Holdings Inc 3.8% 3/15/2082 (b)(d) | 1080000 | 1056029 |
| NextEra Energy Capital Holdings Inc 4.625% 7/15/2027  | 1130000 | 1141386 |
| NextEra Energy Capital Holdings Inc 4.8% 12/1/2077 (b)(d) | 150000 | 146784 |
| NextEra Energy Capital Holdings Inc 4.9% 2/28/2028  | 1500000 | 1528089 |
| NextEra Energy Capital Holdings Inc 5.05% 3/15/2030  | 1100000 | 1137050 |
| NSTAR Electric Co 4.85% 3/1/2030  | 350000 | 359095 |
| Oklahoma Gas and Electric Co 3.3% 3/15/2030  | 380000 | 366593 |
| Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (e) | 1500000 | 1511306 |
| Oncor Electric Delivery Co LLC 5.75% 3/15/2029  | 230000 | 241526 |
| Pacific Gas and Electric Co 2.95% 3/1/2026  | 210000 | 209169 |
| Pacific Gas and Electric Co 3% 6/15/2028  | 2120000 | 2051066 |
| Pacific Gas and Electric Co 3.3% 12/1/2027  | 180000 | 176906 |
| Pacific Gas and Electric Co 5% 6/4/2028  | 1900000 | 1930855 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  | 310000 | 314569 |
| PacifiCorp 3.5% 6/15/2029  | 400000 | 388571 |
| PPL Capital Funding Inc 3.1% 5/15/2026  | 270000 | 268711 |
| Public Service Electric and Gas Co 0.95% 3/15/2026  | 180000 | 178332 |
| Southern California Edison Co 5.15% 6/1/2029  | 550000 | 560969 |
| Southern California Edison Co 5.3% 3/1/2028  | 1020000 | 1040157 |
| Southern California Edison Co 5.65% 10/1/2028  | 680000 | 703469 |
| Southern Co/The 3.75% 9/15/2051 (b) | 400000 | 394777 |
| Southern Co/The 5.5% 3/15/2029  | 1600000 | 1663127 |
| Southwestern Electric Power Co 2.75% 10/1/2026  | 320000 | 316845 |
| System Energy Resources Inc 6% 4/15/2028  | 120000 | 124581 |
| Union Electric Co 2.95% 6/15/2027  | 170000 | 167858 |
| Virginia Electric and Power Co 2.95% 11/15/2026 (d) | 420000 | 415952 |
| Virginia Electric and Power Co 3.15% 1/15/2026  | 360000 | 359455 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  | 100000 | 101923 |
| Xcel Energy Inc 1.75% 3/15/2027  | 590000 | 572753 |
|  |  | 39841124 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 3% 6/15/2027  | 180000 | 177841 |
| CenterPoint Energy Resources Corp 5.25% 3/1/2028  | 400000 | 410201 |
| Southern California Gas Co 2.6% 6/15/2026  | 510000 | 506107 |
| Southern California Gas Co 2.95% 4/15/2027  | 460000 | 453532 |
| Southern Co Gas Capital Corp 4.05% 9/15/2028  | 130000 | 130082 |
| Southwest Gas Corp 5.45% 3/23/2028  | 300000 | 308166 |
|  |  | 1985929 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 5.45% 6/1/2028 (d) | 730000 | 746726 |
| Southern Power Co 4.25% 10/1/2030  | 180000 | 179706 |
|  |  | 926432 |
| Multi-Utilities - 0.4% |  |  |
| Ameren Corp 1.75% 3/15/2028  | 450000 | 427014 |
| Ameren Corp 5.7% 12/1/2026  | 500000 | 507520 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030  | 500000 | 492030 |
| CenterPoint Energy Inc 1.45% 6/1/2026  | 370000 | 365092 |
| CenterPoint Energy Inc 2.95% 3/1/2030  | 332000 | 314782 |
| CenterPoint Energy Inc 6.7% 5/15/2055 (b) | 300000 | 307901 |
| Consumers Energy Co 4.5% 1/15/2031  | 500000 | 506761 |
| Consumers Energy Co 4.7% 1/15/2030  | 340000 | 348270 |
| Consumers Energy Co 4.9% 2/15/2029  | 150000 | 154085 |
| Dominion Energy Inc 3.375% 4/1/2030  | 670000 | 647002 |
| Dominion Energy Inc 4.6% 5/15/2028  | 700000 | 709056 |
| Dominion Energy Inc 6% 2/15/2056 (b) | 510000 | 516008 |
| DTE Energy Co 2.85% 10/1/2026  | 100000 | 99002 |
| DTE Energy Co 3.4% 6/15/2029  | 370000 | 359845 |
| DTE Energy Co 4.875% 6/1/2028  | 230000 | 234176 |
| DTE Energy Co 4.95% 7/1/2027  | 390000 | 394752 |
| DTE Energy Co 5.1% 3/1/2029  | 280000 | 287493 |
| DTE Energy Co 5.2% 4/1/2030  | 500000 | 517085 |
| NiSource Inc 5.2% 7/1/2029  | 280000 | 289165 |
| NiSource Inc 5.25% 3/30/2028 (d) | 520000 | 533484 |
| NiSource Inc 6.95% 11/30/2054 (b) | 210000 | 218785 |
| Public Service Enterprise Group Inc 5.2% 4/1/2029  | 620000 | 639060 |
| Public Service Enterprise Group Inc 5.875% 10/15/2028  | 430000 | 450001 |
| Puget Energy Inc 2.379% 6/15/2028  | 310000 | 296145 |
| San Diego Gas & Electric Co 2.5% 5/15/2026  | 280000 | 277928 |
| San Diego Gas & Electric Co 4.95% 8/15/2028  | 720000 | 737316 |
| Sempra 3.25% 6/15/2027  | 1150000 | 1132945 |
| Sempra 3.7% 4/1/2029 (d) | 700000 | 689262 |
| Sempra 6.625% 4/1/2055 (b) | 550000 | 555883 |
| WEC Energy Group Inc 2.2% 12/15/2028 (d) | 610000 | 577501 |
| WEC Energy Group Inc 4.75% 1/15/2028  | 320000 | 324752 |
|  |  | 13910101 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 2.95% 9/1/2027  | 270000 | 265626 |
| American Water Capital Corp 3.45% 6/1/2029  | 570000 | 559764 |
|  |  | 825390 |
| TOTAL UTILITIES |  | 57488976 |
| TOTAL UNITED STATES |  | 722821752 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $908,751,210) |  | <br> **922768275** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Financial Services - 0.3% |  |  |
| Federal Home Loan Bank 3% 3/12/2027  | 4900000 | 4861051 |
| Federal Home Loan Bank 3.5% 10/4/2027  | 600000 | 599763 |
| Federal Home Loan Bank 4.5% 3/10/2028  | 5000000 | 5105444 |
|  |  | 10566258 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Tennessee Valley Authority 3.875% 8/1/2030  | 900000 | 907437 |
| TOTAL UNITED STATES |  | 11473695 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $11,403,921) |  | <br> **11473695** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 72.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 72.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 72.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 72.2%** |
|  | Yield (%) (g) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 0.375% 7/31/2027  | 4.25 | 4980000 | 4727693 |
| US Treasury Notes 0.5% 10/31/2027  | 3.85 to 4.38 | 92060000 | 86964335 |
| US Treasury Notes 0.5% 4/30/2027  | 4.21 | 61430000 | 58860018 |
| US Treasury Notes 0.5% 5/31/2027  | 4.15 | 850000 | 812480 |
| US Treasury Notes 0.5% 6/30/2027  | 4.13 | 2480000 | 2365203 |
| US Treasury Notes 0.5% 8/31/2027  | 4.11 | 40000 | 37964 |
| US Treasury Notes 0.625% 11/30/2027  | 4.38 | 90260000 | 85288649 |
| US Treasury Notes 0.625% 12/31/2027  | 3.55 to 4.86 | 134130000 | 126448963 |
| US Treasury Notes 0.625% 3/31/2027  | 3.92 | 46820000 | 45044132 |
| US Treasury Notes 0.75% 1/31/2028  | 4.25 | 10800000 | 10186594 |
| US Treasury Notes 1% 7/31/2028  | 3.89 to 4.19 | 65440000 | 61319325 |
| US Treasury Notes 1.125% 2/28/2027  | 3.71 to 3.94 | 23360000 | 22663762 |
| US Treasury Notes 1.125% 2/29/2028  | 4.20 | 26590000 | 25239727 |
| US Treasury Notes 1.125% 8/31/2028  | 3.87 to 4.30 | 108290000 | 101623398 |
| US Treasury Notes 1.25% 12/31/2026  | 4.17 | 35000000 | 34126367 |
| US Treasury Notes 1.25% 4/30/2028  | 3.55 to 4.86 | 91650000 | 86927877 |
| US Treasury Notes 1.25% 5/31/2028  | 4.65 | 50220000 | 47548139 |
| US Treasury Notes 1.5% 1/31/2027  | 2.95 to 3.95 | 954000 | 931193 |
| US Treasury Notes 1.5% 11/30/2028  | 4.23 | 82340000 | 77685860 |
| US Treasury Notes 1.625% 8/15/2029  | 3.57 to 4.29 | 97730000 | 91385185 |
| US Treasury Notes 1.75% 11/15/2029  | 4.06 to 4.35 | 84340000 | 78874372 |
| US Treasury Notes 1.875% 2/28/2027  | 4.25 | 47050000 | 46075918 |
| US Treasury Notes 2.625% 5/31/2027  | 3.21 | 1260000 | 1242970 |
| US Treasury Notes 2.75% 5/31/2029  | 4.53 | 61350000 | 59785096 |
| US Treasury Notes 2.75% 7/31/2027  | 3.65 | 3840000 | 3791100 |
| US Treasury Notes 2.875% 4/30/2029  | 4.74 | 45490000 | 44539330 |
| US Treasury Notes 3.25% 6/30/2029  | 4.38 | 32920000 | 32599802 |
| US Treasury Notes 3.375% 9/15/2028  | 3.62 | 32650000 | 32547969 |
| US Treasury Notes 3.5% 10/15/2028  | 3.60 | 38240000 | 38240000 |
| US Treasury Notes 3.5% 11/15/2028  | 3.49 | 27330000 | 27336406 |
| US Treasury Notes 3.5% 11/30/2030  | 3.60 | 72040000 | 71719197 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 | 20330000 | 20292675 |
| US Treasury Notes 3.625% 10/31/2030  | 3.71 | 40000000 | 40034375 |
| US Treasury Notes 3.625% 8/31/2027  | 3.61 | 8340000 | 8353357 |
| US Treasury Notes 3.625% 8/31/2029  | 3.72 to 3.94 | 63080000 | 63242628 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 70000000 | 70071093 |
| US Treasury Notes 3.625% 9/30/2030  | 3.74 | 24490000 | 24512959 |
| US Treasury Notes 3.75% 12/31/2028  | 3.83 | 6020000 | 6063269 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 | 17660000 | 17761407 |
| US Treasury Notes 3.75% 4/30/2027  | 3.60 to 4.01 | 67070000 | 67232435 |
| US Treasury Notes 3.75% 5/15/2028  | 3.85 to 3.96 | 22140000 | 22277058 |
| US Treasury Notes 3.75% 6/30/2027  | 3.72 | 47310000 | 47454148 |
| US Treasury Notes 3.875% 12/31/2029  | 4.39 | 4610000 | 4663483 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 | 12930000 | 13039602 |
| US Treasury Notes 3.875% 3/31/2027  | 3.89 | 34290000 | 34414569 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 | 11590000 | 11728989 |
| US Treasury Notes 3.875% 5/31/2027  | 3.89 to 3.94 | 68720000 | 69036757 |
| US Treasury Notes 3.875% 6/15/2028  | 3.69 | 15420000 | 15565767 |
| US Treasury Notes 3.875% 6/30/2030  | 3.80 | 48330000 | 48913358 |
| US Treasury Notes 3.875% 7/15/2028  | 3.89 | 23000000 | 23219219 |
| US Treasury Notes 3.875% 7/31/2027  | 3.94 | 11900000 | 11963684 |
| US Treasury Notes 3.875% 7/31/2030  | 3.96 | 26310000 | 26624487 |
| US Treasury Notes 4% 2/28/2030  | 4.00 | 72400000 | 73607610 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 38270000 | 38912817 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 87270000 | 88773362 |
| US Treasury Notes 4% 6/30/2028  | 4.28 | 6610000 | 6693916 |
| US Treasury Notes 4% 7/31/2029  | 3.94 | 22050000 | 22392809 |
| US Treasury Notes 4.125% 10/31/2029  | 4.15 | 48720000 | 49722947 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 | 14500000 | 14802461 |
| US Treasury Notes 4.125% 2/28/2027  | 3.99 | 41950000 | 42215465 |
| US Treasury Notes 4.125% 7/31/2028  | 3.90 | 25440000 | 25848431 |
| US Treasury Notes 4.25% 11/30/2026  | 3.70 | 9220000 | 9273735 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 to 4.33 | 27200000 | 27376375 |
| US Treasury Notes 4.25% 2/15/2028  | 3.96 | 31450000 | 31949558 |
| US Treasury Notes 4.25% 2/28/2029  | 4.18 to 4.36 | 12010000 | 12276941 |
| US Treasury Notes 4.375% 11/30/2028  | 3.88 | 3860000 | 3954992 |
| US Treasury Notes 4.375% 12/15/2026  | 4.05 to 4.06 | 31650000 | 31891100 |
| US Treasury Notes 4.375% 12/31/2029  | 3.73 | 15580000 | 16055312 |
| US Treasury Notes 4.5% 5/15/2027  | 4.66 | 10000 | 10132 |
| US Treasury Notes 4.875% 10/31/2030  | 3.69 | 6130000 | 6475770 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $2,523,920,399) |  |  | **2555638076** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** | &nbsp;&nbsp;**Money Market Funds - 0.9%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (h) | 4.02 | 12245127 | 12247576 |
| Fidelity Securities Lending Cash Central Fund (h)(i) | 4.02 | 18632205 | 18634068 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $30,881,644) |  |  | **30881644** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.9%**<br> (Cost $3,523,632,382)<br>| <br>**3570096701** |
| **NET OTHER ASSETS (LIABILITIES) - (0.9)%**  | **(31460204)** |
| **NET ASSETS - 100.0%** | **3538636497** |

---

**Legend**

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

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

(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) Security or a portion of the security is on loan at period end.

(e) 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 $4,293,815 or 0.1% of net assets.

(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) 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.

(h) 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.

(i) Investment made with cash collateral received from securities on loan.

**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 | 5152432 | 171685948 | 164590985 | 130819 | 181 | - | 12247576 | 12245127 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 23093995 | 260102969 | 264563322 | 16560 | 426 | - | 18634068 | 18632205 | 0.1% |
| Total | 28246427 | 431788917 | 429154307 | 147379 | 607 | - | 30881644 |  |  |

---

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, Bank Notes, Foreign Government and Government Agency Obligations, Non-Convertible Corporate Bonds and U.S. Government Agency Obligations 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. 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 Short-Term Bond Index Fund

- **b. EDGAR series identifier (if any):** S000059301

- **c. LEI of Series:** 549300PTVWOYQ2YYFI84

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3557830928.54

**Total Liabilities:** $26437583.17

**Net Assets:** $3531393345.37

**Cash Not Reported:** $7298111.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 37239.51966916 | **1-Year:** 432489.08496487 | **5-Year:** 483179.11616506 | **10-Year:** 1025.72078200 | **30-Year:** 533.74253100

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

- **3-Month:** 25.66565400 | **1-Year:** 29.65762800 | **5-Year:** 14.01355200 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194645 | 0.33%                | 0.34%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $450042.32               | $-2563054.88                               |
| Month 2  | $-52464.24               | $848608.97                                 |
| Month 3  | $-149287.29              | $7934656.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 4.5% 07/30/2029                                                   | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250732.94    | 0.01%             | 2029-07-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP TSFR3M+319.961 08/15/2053                                                          | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319610.08    | 0.01%             | 2053-08-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AON CORP2                                                                       | AON CORP 8.205% 01/01/2027                                                                       | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239326.36    | 0.01%             | 2027-01-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 6.9% 07/15/2028                                                     | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $204215.52    | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.45% 09/29/2027                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351716.65    | 0.01%             | 2027-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  10844661 | NS      | $10846830.40  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Securities Lending Cash Central Fund                                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  18010960 | NS      | $18012760.84  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.125% 12/15/2026                                                          | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1482154.29   | 0.04%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 6.95% 02/01/2028                                                               | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $410981.82    | 0.01%             | 2028-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 4.25% 08/15/2029                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275017.77    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.35% 09/08/2026                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120294.89    | 0.00%             | 2026-09-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.25% 08/09/2026                                                                  | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142138.37    | 0.00%             | 2026-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 7.8% 05/15/2027                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $337243.42    | 0.01%             | 2027-05-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 7.75% 01/14/2031                                                         | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1300000 | PA      | $1511250.00   | 0.04%             | 2031-01-14      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 4.375% 10/27/2027                                                  | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    400000 | PA      | $401400.00    | 0.01%             | 2027-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 7.125% 07/15/2028                                                    | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $431604.31    | 0.01%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ROHM and HAAS CO                                                                | ROHM and HAAS CO 7.85% 07/15/2029                                                                | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $222636.19    | 0.01%             | 2029-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                             | SPRINT CAPITAL CORP 6.875% 11/15/2028                                                            | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75394.56     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE CO                                                       | TENNESSEE GAS PIPELINE CO 7% 03/15/2027                                                          | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $560025.40    | 0.02%             | 2027-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 6.625% 02/01/2029                                                             | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $786978.05    | 0.02%             | 2029-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026                                                    | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359772.48    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.1% 06/03/2026                                                           | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459945.84    | 0.01%             | 2026-06-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | WESTROCK MWV LLC 8.2% 01/15/2030                                                                 | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    480000 | PA      | $549119.64    | 0.02%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 6.95% 10/01/2027                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157721.25    | 0.00%             | 2027-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.375% 01/12/2026                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $520016.79    | 0.01%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.4% 02/15/2026                                                              | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290001.04    | 0.01%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 3.65% 02/01/2026                                                            | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319556.18    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.5% 02/01/2026                                                                        | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199680.41    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.15% 01/15/2026                                                  | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359455.08    | 0.01%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 4.45% 02/15/2026                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259951.96    | 0.01%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 4.5% 03/01/2026                                                               | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    510000 | PA      | $510000.00    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 4.25% 04/01/2026                                                                | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139974.06    | 0.00%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 2.95% 03/01/2026                                                     | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209168.75    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | HUBBELL INC 3.35% 03/01/2026                                                                     | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110000.00    | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                                                        | FIFTH THIRD BANK CINN OH 3.85% 03/15/2026                                                        | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419382.21    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                                                 | TRINITY ACQ PLC 4.4% 03/15/2026                                                                  | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $469977.70    | 0.01%             | 2026-03-15      | 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        |    330000 | PA      | $330185.17    | 0.01%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.4% 04/15/2026                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99713.92     | 0.00%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                             | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239125.06    | 0.01%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 3.125% 04/21/2026                                                                   | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268913.20    | 0.01%             | 2026-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.7% 06/15/2026                                                                 | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478417.92    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 3.1% 05/15/2026                                                                  | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268711.19    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.45% 06/15/2026                                                                  | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346952.66    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 2.6% 05/19/2026                                                                       | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99285.19     | 0.00%             | 2026-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 2.5% 05/15/2026                                                    | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277928.20    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.875% 06/01/2026                                                                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    530000 | PA      | $526547.52    | 0.01%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 2.9% 06/15/2026                                                            | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487195.78    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.2% 06/15/2026                                                            | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149310.59    | 0.00%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.6% 06/15/2026                                                       | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506106.40    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 3.85% 06/30/2026                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269713.49    | 0.01%             | 2026-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026                                               | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499655.18    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 3.65% 06/15/2026                                                              | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139666.48    | 0.00%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189097.41    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 2.9% 01/15/2027                                                                 | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186770.64    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                   | HEALTHCARE REALTY HOLDINGS LP 3.5% 08/01/2026                                                    | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238508.09    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                    | COMCAST CORP 2.35% 01/15/2027                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265235.65    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.125% 07/25/2028                                                                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $480110.94    | 0.01%             | 2028-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.75% 07/28/2026                                                            | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338925.88    | 0.01%             | 2026-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.7% 08/04/2026                                                              | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219076.60    | 0.01%             | 2026-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.4% 08/15/2026                                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258530.98    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.5% 02/15/2027                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    820000 | PA      | $821735.57    | 0.02%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 2.65% 09/01/2026                                                            | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336426.24    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3% 06/01/2026                                                               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427528.73    | 0.01%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.625%/VAR 09/15/2031                                                      | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $626106.95    | 0.02%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 2.55% 09/15/2026                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108597.08    | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 2.625% 09/16/2026                                                               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385536.23    | 0.01%             | 2026-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 2.875% 10/15/2026                                                                      | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227877.47    | 0.01%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.95% 03/01/2027                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108855.46    | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.25% 09/19/2026                                                                           | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246531.49    | 0.01%             | 2026-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351263.56    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 2.65% 10/15/2026                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118573.01    | 0.00%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 2.75% 10/01/2026                                                      | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316844.54    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 2.4% 10/01/2026                                                            | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $483912.94    | 0.01%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 2.85% 10/01/2026                                                                   | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99002.49     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.375% 10/06/2026                                                                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494094.89    | 0.01%             | 2026-10-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 2.85% 11/01/2026                                                                | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604310.16    | 0.02%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.01% 10/19/2026                                                    | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $237955.47    | 0.01%             | 2026-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3% 10/23/2026                                                             | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99055.25     | 0.00%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.5% 11/01/2026                                                               | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404912.56    | 0.01%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.95% 11/15/2026                                                  | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    420000 | PA      | $415951.86    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.625% 12/01/2027                                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447185.28    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3% 12/15/2026                                                                         | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109163.45    | 0.00%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 2.95% 12/01/2026                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238083.92    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.322%/VAR 11/23/2031                                                       | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    930000 | PA      | $928663.66    | 0.03%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.5% 12/15/2026                                                   | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $230655.44    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.25% 11/30/2026                                                         | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377661.64    | 0.01%             | 2026-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 5% 02/15/2026                                                                  | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330063.82    | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                          | BP CAPITAL MARKETS PLC 3.723% 11/28/2028                                                         | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1380000 | PA      | $1372217.74   | 0.04%             | 2028-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.7% 12/06/2026                                                         | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339036.16    | 0.01%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 3.2% 02/01/2027                                                            | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594812.86    | 0.02%             | 2027-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.43% 06/15/2027                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336654.00    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 3.8% 12/15/2026                                                           | CUSIP: 776743AD8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279314.62    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 3.2% 01/15/2027                                                          | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258234.84    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.887%/VAR 01/10/2028                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1127015.48   | 0.03%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.446% 01/11/2027                                                   | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $367806.36    | 0.01%             | 2027-01-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                          | BOARDWALK PIPELINES LP 4.45% 07/15/2027                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541510.59    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301714.81    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | 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        |    390000 | PA      | $388272.61    | 0.01%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                   | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308902.66    | 0.01%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.1% 02/09/2027                                                             | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1338985.54   | 0.04%             | 2027-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.1% 05/17/2027                                                                | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119013.03    | 0.00%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 4.061%/VAR 02/24/2032                                                    | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $228986.74    | 0.01%             | 2032-02-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.95% 01/15/2028                                                  | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139225.69    | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.35% 03/08/2027                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    360000 | PA      | $358143.27    | 0.01%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 4.103% 03/08/2027                                                       | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    580000 | PA      | $579265.15    | 0.02%             | 2027-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 3.9% 03/15/2027                                                 | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169516.60    | 0.00%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.625% 04/01/2027                                                                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177527.91    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.7% 09/15/2027                                                                | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $317609.54    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 3.2% 03/15/2027                                                        | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227719.38    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.25% 06/15/2027                                                  | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99289.41     | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.15% 03/28/2027                                                    | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    470000 | PA      | $469530.00    | 0.01%             | 2027-03-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 3.3% 04/01/2027                                                            | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    630000 | PA      | $626032.79    | 0.02%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.75% 04/12/2027                                                             | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1000000 | PA      | $987074.00    | 0.03%             | 2027-04-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                                       | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506617.88    | 0.01%             | 2028-05-01      | Variable      | 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        |    220000 | PA      | $219171.94    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                        | CSX CORP 3.25% 06/01/2027                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336873.40    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.836% 05/09/2028                                                                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1338418.57   | 0.04%             | 2028-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.45% 06/01/2027                                                             | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693748.14    | 0.02%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                             | NORTHERN TRUST CORP 3.375%/VAR 05/08/2032                                                        | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246025.15    | 0.01%             | 2032-05-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2.9% 05/05/2027                                                            | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721935.84    | 0.02%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 5% 03/15/2027                                                       | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    790000 | PA      | $794628.78    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026                                                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150176.27    | 0.00%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595610.98    | 0.02%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.5% 06/01/2027                                                                        | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500281.21    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 3.12% 09/01/2027                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502919.37    | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 3.25% 05/20/2027                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1042315.58   | 0.03%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.7% 06/06/2027                                                          | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    610000 | PA      | $606486.87    | 0.02%             | 2027-06-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    590000 | PA      | $587511.18    | 0.02%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.375% 06/15/2027                                                        | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99249.01     | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.9% 05/25/2027                                                                     | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    760000 | PA      | $751666.47    | 0.02%             | 2027-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 3.55% 06/02/2027                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545278.43    | 0.02%             | 2027-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                         | AEP TRANSMISSION CO LLC 3.1% 12/01/2026                                                          | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178424.60    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.75% 06/15/2027                                                                | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1976535.00   | 0.06%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.691%/VAR 06/05/2028                                              | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496606.56    | 0.01%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 3.41% 06/15/2027                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    730000 | PA      | $723152.86    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 2.95% 06/15/2027                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    820000 | PA      | $810361.54    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                                   | HEALTHCARE REALTY HOLDINGS LP 3.75% 07/01/2027                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    680000 | PA      | $674660.89    | 0.02%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 3.125% 06/12/2027                                                                | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $406080.82    | 0.01%             | 2027-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 3% 06/15/2027                                                                  | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177841.34    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.25% 06/15/2027                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1132945.02   | 0.03%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 2.95% 06/15/2027                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167857.90    | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 3.5% 07/01/2027                                                                          | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643201.22    | 0.02%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 06/20/2027                                                                          | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633500.69    | 0.02%             | 2027-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP STEP 07/15/2027                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    620000 | PA      | $616756.76    | 0.02%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.25% 07/15/2027                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335931.80    | 0.01%             | 2027-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 3.375% 02/15/2028                                                               | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195422.97    | 0.01%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.7% 07/15/2027                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $327849.90    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 3.875% 07/15/2027                                                           | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208710.91    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                      | FORTIS INC 3.055% 10/04/2026                                                                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |    460000 | PA      | $455789.03    | 0.01%             | 2026-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.668%/VAR 07/24/2028                                                              | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    590000 | PA      | $585854.99    | 0.02%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.593%/VAR 07/21/2028                                                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1111308.50   | 0.03%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400665.22    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.65% 07/21/2027                       | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148800.81    | 0.00%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.591%/VAR 07/22/2028                                                             | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1337527.03   | 0.04%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.65% 09/01/2027                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    370000 | PA      | $366544.40    | 0.01%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 3.7% 08/15/2027                                                          | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    660000 | PA      | $655453.38    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                     | HUBBELL INC 3.15% 08/15/2027                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256190.53    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                            | AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST 3.35% 04/15/2031                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    582202 | PA      | $562238.64    | 0.02%             | 2031-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 2.95% 09/01/2027                                                             | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    270000 | PA      | $265625.59    | 0.01%             | 2027-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.45% 08/15/2027                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395590.52    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249496.30    | 0.01%             | 2077-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 3.4% 08/15/2027                                                             | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    390000 | PA      | $386184.29    | 0.01%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 2.85% 08/11/2027                                                           | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1066738.96   | 0.03%             | 2027-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.1% 09/15/2027                                                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1045228.48   | 0.03%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.125% 08/17/2027                                                         | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217255.08    | 0.01%             | 2027-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 3.8% 09/15/2027                                                                        | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277990.15    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                             | LABORATORY CORP OF AMER HLDGS 3.6% 09/01/2027                                                    | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795158.24    | 0.02%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 3.9% 08/21/2027                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439254.97    | 0.01%             | 2027-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278321.06    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 3.17% 09/11/2027                                                           | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $424423.87    | 0.01%             | 2027-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3% 09/12/2027                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    480000 | PA      | $472454.31    | 0.01%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.9% 09/12/2027                                                                        | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454044.38    | 0.01%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.8% 09/14/2027                                                                   | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1199710.67   | 0.03%             | 2027-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 09/08/2027                                                          | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983588.34    | 0.03%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3.5% 10/15/2027                                                                     | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257467.94    | 0.01%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 2.75% 09/15/2027                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334648.67    | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.5% 09/15/2027                                                                       | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    860000 | PA      | $850070.78    | 0.02%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.625% 11/15/2027                                                          | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489513.43    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                          | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $592650.48    | 0.02%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.875% 10/15/2027                                                                          | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    410000 | PA      | $402393.35    | 0.01%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 3.9% 10/01/2027                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248507.88    | 0.01%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3% 10/15/2027                                                                        | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2439641.58   | 0.07%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.95% 10/15/2027                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1308550.43   | 0.04%             | 2027-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.875% 04/15/2028                                                                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1093738.00   | 0.03%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1632931.87   | 0.05%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 3.823%/VAR 11/03/2028                                            | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396844.23    | 0.01%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                   | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1310000 | PA      | $1296604.45   | 0.04%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 3.5% 11/01/2027                                                                 | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    410000 | PA      | $405078.22    | 0.01%             | 2027-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 4.8%/VAR 12/01/2077                                                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146784.23    | 0.00%             | 2077-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AMGEN INC                                                                       | AMGEN INC 3.2% 11/02/2027                                                                        | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1439954.58   | 0.04%             | 2027-11-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 11/13/2027                                                                          | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257332.23    | 0.01%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 2.5% 11/15/2027                                                   | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   2460000 | PA      | $2410330.46   | 0.07%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.05% 11/15/2027                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419862.02    | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 3.4% 11/15/2027                                                                        | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445782.09    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 3.2% 11/13/2027                                                      | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502321.61    | 0.01%             | 2027-11-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.9% 01/15/2028                                                              | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1103316.61   | 0.03%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.05% 11/15/2027                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    530000 | PA      | $522968.18    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 3.65% 12/01/2027                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456818.88    | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.625% 12/01/2027                                                                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $562171.72    | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.125% 11/15/2027                                                   | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    360000 | PA      | $354720.13    | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028  | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $517086.22    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.875%/VAR 12/01/2032                                             | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250320.06    | 0.01%             | 2032-12-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 3.45% 12/15/2027                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148304.99    | 0.00%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028 | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1112768.31   | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 3.5% 01/11/2028                                                            | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $988437.50    | 0.03%             | 2028-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 3.375% 12/15/2027                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355899.01    | 0.01%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.803%/VAR 12/15/2032                                                       | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $591462.89    | 0.02%             | 2032-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/2027                                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343413.13    | 0.01%             | 2027-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.8% 02/15/2028                                                                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    490000 | PA      | $486733.53    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.85% 01/05/2028                                                        | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277885.99    | 0.01%             | 2028-01-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.544% 01/17/2028                                                   | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2190000 | PA      | $2172348.97   | 0.06%             | 2028-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.8% 02/15/2028                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    870000 | PA      | $861309.11    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 4.125% 01/12/2028                                                             | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319088.03    | 0.01%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 3.9% 01/25/2028                                                               | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $657403.08    | 0.02%             | 2028-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                      | TOLL BROS FIN CORP 4.35% 02/15/2028                                                              | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $371401.54    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.4% 01/25/2028                                                             | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1110000 | PA      | $1100798.42   | 0.03%             | 2028-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 3.25% 01/22/2028                                                       | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633234.44    | 0.02%             | 2028-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.814%/VAR 04/23/2029                                              | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1013037.74   | 0.03%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.15% 01/23/2030                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589586.68    | 0.02%             | 2030-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                             | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129306.19    | 0.00%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.24% 02/06/2028                                                               | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $392800.00    | 0.01%             | 2028-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.375%/VAR 02/15/2078                                                  | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    640000 | PA      | $637802.30    | 0.02%             | 2078-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                         | MPLX LP 4% 03/15/2028                                                                            | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1066970.02   | 0.03%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 3.5% 02/15/2028                                                      | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554502.31    | 0.02%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 4.5% 03/01/2028                                                          | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411491.26    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 4.3% 03/01/2028                                                            | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    410000 | PA      | $412339.38    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.125% 03/15/2028                                                            | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    730000 | PA      | $722708.61    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.961% 03/02/2028                                                     | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $450432.28    | 0.01%             | 2028-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.9% 03/15/2028                                                                      | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    990000 | PA      | $985235.28    | 0.03%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 3.65% 03/07/2028                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1214956.17   | 0.03%             | 2028-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 4.125% 03/15/2028                                                                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280356.74    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.3% 03/25/2028                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2065711.74   | 0.06%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4.125% 03/15/2028                                                           | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355813.21    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                               | STORE CAPITAL LLC 4.5% 03/15/2028                                                                | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400339.58    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.15% 03/15/2028                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    550000 | PA      | $551221.39    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 3.95% 03/14/2028                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    930000 | PA      | $928342.35    | 0.03%             | 2028-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.8% 04/01/2028                                                                   | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339255.00    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111404.57    | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS LP                                                       | VALERO ENERGY PARTNERS LP 4.5% 03/15/2028                                                        | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231652.76    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942871.68    | 0.03%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |    940000 | PA      | $938984.06    | 0.03%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 4.379% 04/12/2028                                                             | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $602726.83    | 0.02%             | 2028-04-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 4.95% 04/15/2028                                                                       | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262144.85    | 0.01%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.005%/VAR 04/23/2029                                                      | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1958110.97   | 0.06%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.075%/VAR 04/23/2029                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    650000 | PA      | $649631.84    | 0.02%             | 2029-04-23      | Variable      | 0.04%                 | 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        |    750000 | PA      | $751546.00    | 0.02%             | 2029-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 5.875% 11/15/2028                                                                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    260000 | PA      | $274238.51    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 3.95% 05/01/2028                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250084.67    | 0.01%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 3.7% 06/22/2027                                                        | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293323.47    | 0.01%             | 2027-06-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 3% 03/12/2027                                                            | CUSIP: 3130A3DU5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4900000 | PA      | $4861050.88   | 0.14%             | 2027-03-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.95% 05/15/2028                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300665.37    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    694000 | PA      | $695868.82    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 4.55% 11/07/2028                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686097.78    | 0.02%             | 2028-11-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 4.2% 06/15/2028                                                              | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341302.47    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | 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        |   1130000 | PA      | $1139299.73   | 0.03%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176906.28    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028                                                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1520933.81   | 0.04%             | 2028-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.95% 06/15/2028                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $773195.04    | 0.02%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.15% 08/22/2027                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1110139.11   | 0.03%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.75% 11/29/2027                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352773.62    | 0.01%             | 2027-11-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 4.45% 07/15/2028                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423340.60    | 0.01%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.55% 07/15/2028                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    590000 | PA      | $594820.36    | 0.02%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029                                                      | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    880000 | PA      | $884642.22    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 4.75% 08/15/2028                                                         | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242227.81    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4% 11/15/2028                                                                     | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    980000 | PA      | $979689.29    | 0.03%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 3.7% 08/15/2028                                                           | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    660000 | PA      | $657185.65    | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                         | HCA INC 5.375% 09/01/2026                                                                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260698.85    | 0.01%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 3.9% 08/20/2028                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1050282.58   | 0.03%             | 2028-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.2% 09/15/2028                                                           | CUSIP: 776743AF3<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    470000 | PA      | $471372.82    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.5% 09/15/2028                                                         | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393035.40    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                      | PFIZER INC 3.6% 09/15/2028                                                                       | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409347.12    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 09/15/2028                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    660000 | PA      | $668038.26    | 0.02%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.625% 09/14/2028                                                                          | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456956.17    | 0.01%             | 2028-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.5% 09/19/2028                                                                 | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463384.56    | 0.01%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 4.45% 09/26/2028                                                | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110620.86    | 0.00%             | 2028-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | GLOBE LIFE INC 4.55% 09/15/2028                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181880.98    | 0.01%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 4.15% 10/16/2028                                                       | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241445.05    | 0.01%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.85% 11/01/2028                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013789.00   | 0.03%             | 2028-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.329% 09/21/2028                                                     | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1219960.72   | 0.03%             | 2028-09-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 4.4% 01/26/2029                                                                          | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251990.19    | 0.01%             | 2029-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.65% 11/15/2028                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710198.25    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 3.95% 11/01/2028                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281273.65    | 0.01%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 3.9% 11/01/2028                                                      | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239777.65    | 0.01%             | 2028-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.875% 11/13/2028                                                             | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    710000 | PA      | $710968.74    | 0.02%             | 2028-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.25% 03/15/2029                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292899.95    | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.557% 08/15/2027                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1029960.35   | 0.03%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                     | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70391.13     | 0.00%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.9% 12/06/2028                                                                   | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330939.86    | 0.01%             | 2028-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 4.3% 12/01/2028                                                      | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231534.66    | 0.01%             | 2028-12-01      | 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        |    230000 | PA      | $234785.19    | 0.01%             | 2028-12-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 4.25% 02/01/2029                                                                     | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251432.66    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.017% 01/16/2027                                                     | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1049667.73   | 0.03%             | 2027-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.875% 12/15/2028                                                         | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299514.10    | 0.01%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                           | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122932.56    | 0.00%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.375% 03/15/2029                                                     | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $566248.55    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |    199000 | PA      | $199743.97    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029 | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $737144.54    | 0.02%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.9% 02/15/2029                                                         | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224161.87    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.431%/VAR 01/23/2030                                                             | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $463445.46    | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 3.95% 06/01/2028                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178997.12    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.75% 03/15/2029                                                      | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $241526.12    | 0.01%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.5% 01/30/2026                                                             | CUSIP: 254709AP3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 4.85% 04/17/2028                                                     | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $303472.28    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 3.7% 03/15/2029                                                      | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    550000 | PA      | $544506.52    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.974%/VAR 02/07/2030                                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497814.18    | 0.01%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 4% 03/01/2029                                                                 | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159059.22    | 0.00%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.875% 02/08/2029                                                     | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    580000 | PA      | $577229.21    | 0.02%             | 2029-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.455% 02/19/2029                                                                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1390000 | PA      | $1368303.49   | 0.04%             | 2029-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.4% 02/14/2026                                                                 | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99984.79     | 0.00%             | 2026-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.8% 02/14/2029                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    780000 | PA      | $793247.26    | 0.02%             | 2029-02-14      | Fixed         | 0.05%                 | 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        |   1970000 | PA      | $1981244.58   | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.2% 03/01/2029                                                                        | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1238039.48   | 0.04%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| WRKCO INC                                                                       | WRKCO INC 4% 03/15/2028                                                                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379623.93    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.741% 03/07/2029                                                     | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $842959.84    | 0.02%             | 2029-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                               | LAM RESEARCH CORP 4% 03/15/2029                                                                  | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    830000 | PA      | $831248.42    | 0.02%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 3.5% 06/15/2029                                                                       | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388570.80    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 4.55% 03/01/2029                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141620.23    | 0.00%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTL LLC                                                               | HUNTSMAN INTL LLC 4.5% 05/01/2029                                                                | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315720.78    | 0.01%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 3.45% 03/15/2029                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374175.19    | 0.01%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.375% 04/15/2029                                                                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    660000 | PA      | $648561.24    | 0.02%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $329766.58    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4% 04/01/2029                                                                 | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477166.98    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.5% 06/01/2027                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101530.97    | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 3.6% 04/01/2029                                                         | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441781.22    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 3.5% 04/01/2029                                                     | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $559233.61    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.65% 04/05/2029                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1399311.34   | 0.04%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.05% 04/09/2029                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $698404.04    | 0.02%             | 2029-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.375% 06/01/2029                                                                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175205.89    | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                         | AMERICA MOVIL SAB DE CV 3.625% 04/22/2029                                                        | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    410000 | PA      | $402230.50    | 0.01%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.702%/VAR 05/06/2030                                                      | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256566.26    | 0.01%             | 2030-05-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.375% 08/15/2029                                                         | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $429340.12    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.1% 05/01/2026                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99528.57     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.113% 05/03/2029                                                       | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $608255.02    | 0.02%             | 2029-05-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 4.445%/VAR 05/08/2030                                                          | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $995853.98    | 0.03%             | 2030-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 3.7% 05/15/2029                                                         | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    310000 | PA      | $304923.19    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029                                               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258724.73    | 0.01%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.45% 06/01/2029                                                             | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    570000 | PA      | $559764.01    | 0.02%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.3% 06/01/2029                                                        | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263206.91    | 0.01%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 4.6% 05/23/2029                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506253.24    | 0.01%             | 2029-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 3.973%/VAR 05/22/2030                                                          | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1770000 | PA      | $1752010.04   | 0.05%             | 2030-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                    | AVANGRID INC 3.8% 06/01/2029                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256702.41    | 0.01%             | 2029-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3.9% 06/01/2028                                                                        | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427357.16    | 0.01%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.25% 05/22/2029                                                             | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    640000 | PA      | $623243.23    | 0.02%             | 2029-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 06/01/2029                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    680000 | PA      | $659758.82    | 0.02%             | 2029-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.597% 05/25/2028                                                           | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1309747.89   | 0.04%             | 2028-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.4% 06/15/2029                                                             | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    430000 | PA      | $419921.62    | 0.01%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                         | HCA INC 4.125% 06/15/2029                                                                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1466737.75   | 0.04%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS and ELECTRIC CO                                                    | OKLAHOMA GAS and ELECTRIC CO 3.3% 03/15/2030                                                     | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    380000 | PA      | $366593.08    | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 3.15% 07/01/2029                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763650.96    | 0.02%             | 2029-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 3.2% 06/15/2029                                                             | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    360000 | PA      | $347476.20    | 0.01%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    950000 | PA      | $919163.32    | 0.03%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.2% 07/01/2026                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278256.65    | 0.01%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 3.4% 06/15/2029                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359844.82    | 0.01%             | 2029-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2567239.06   | 0.07%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 3.4% 06/21/2029                                                             | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318740.56    | 0.01%             | 2029-06-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.75% 06/15/2027                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128142.10    | 0.00%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.306% 06/27/2029                                                             | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1362387.81   | 0.04%             | 2029-06-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 2.76% 07/02/2029                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1340000 | PA      | $1285572.39   | 0.04%             | 2029-07-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.04% 07/16/2029                                                    | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1880000 | PA      | $1809465.22   | 0.05%             | 2029-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.11%/VAR 07/24/2034                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $305479.36    | 0.01%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.194%/VAR 07/23/2030                                                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2885407.62   | 0.08%             | 2030-07-23      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 3.1% 08/05/2029                                                                       | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    510000 | PA      | $491076.57    | 0.01%             | 2029-08-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.95% 08/15/2029                                                               | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456559.09    | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.7% 08/15/2029                                                               | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1673121.89   | 0.05%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                      | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  97730000 | PA      | $91385184.67  | 2.59%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 3.2% 08/15/2029                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    530000 | PA      | $503910.58    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.25% 08/15/2029                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    970000 | PA      | $936832.15    | 0.03%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.125% 08/15/2029                                                                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $365123.72    | 0.01%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 2.95% 03/01/2030                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    332000 | PA      | $314781.85    | 0.01%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 3.05% 01/15/2030                                                       | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    390000 | PA      | $372042.95    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 6% 01/15/2029                                                                | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    650000 | PA      | $668850.00    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 4% 01/15/2030                                                       | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $610515.17    | 0.02%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    670000 | PA      | $631348.82    | 0.02%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 2.95% 09/15/2029                                                          | CUSIP: 776743AG1<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296557.37    | 0.01%             | 2029-09-15      | Fixed         | 0.03%                 | 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        |   1210000 | PA      | $1222037.73   | 0.03%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2% 09/01/2029                                                                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    620000 | PA      | $579299.50    | 0.02%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.215% 09/06/2026                                                               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198663.41    | 0.01%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                      | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3515583.49   | 0.10%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.016% 12/03/2029                                                     | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794084.42    | 0.02%             | 2029-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 4.25% 04/01/2028                                                          | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $428022.07    | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 2.636%/VAR 09/17/2029                                                                | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1278122.20   | 0.04%             | 2029-09-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029                                                 | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $279796.69    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 2.85% 10/01/2029                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    620000 | PA      | $593635.44    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 2.6% 10/01/2029                                                     | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    480000 | PA      | $456459.33    | 0.01%             | 2029-10-01      | Fixed         | 0.03%                 | 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        |    140000 | PA      | $136915.35    | 0.00%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 2.75% 01/15/2027                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128145.52    | 0.00%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.875% 10/17/2029                                                              | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    550000 | PA      | $528962.50    | 0.01%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 2.7% 10/22/2029                                                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    430000 | PA      | $407134.35    | 0.01%             | 2029-10-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.879%/VAR 10/30/2030                                                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2859955.95   | 0.08%             | 2030-10-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.976%/VAR 11/05/2030                                                              | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4160260.51   | 0.12%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 11/15/2029                                                                       | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84340000 | PA      | $78874372.45  | 2.23%             | 2029-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.6% 12/01/2029                                                       | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    220000 | PA      | $214661.04    | 0.01%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 3.2% 11/18/2029                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1421950.30   | 0.04%             | 2029-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.55% 11/19/2026                                                                      | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199120.56    | 0.01%             | 2026-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.8% 11/30/2028                                                                  | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192645.14    | 0.01%             | 2028-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 3.5% 12/01/2029                                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    850000 | PA      | $824505.62    | 0.02%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.375% 11/15/2026                                                             | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308831.96    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.75% 01/15/2030                                                    | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $472353.41    | 0.01%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3% 02/01/2030                                                                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $561492.80    | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP STEP 02/01/2030                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    720000 | PA      | $782831.38    | 0.02%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 2.4% 01/24/2030                                                                | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2077655.60   | 0.06%             | 2030-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                        | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    954000 | PA      | $931193.44    | 0.03%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.15% 02/05/2027                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98079.75     | 0.00%             | 2027-02-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                                                        | FIFTH THIRD BANK CINN OH 2.25% 02/01/2027                                                        | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245114.10    | 0.01%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 2.25% 04/06/2027                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48744.84     | 0.00%             | 2027-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.25% 04/15/2030                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    490000 | PA      | $454503.04    | 0.01%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 2.625% 02/10/2030                                                          | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213094.57    | 0.01%             | 2030-02-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.375% 02/01/2029                                                                    | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555544.74    | 0.02%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 3.5% 09/01/2030                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    790000 | PA      | $760426.35    | 0.02%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2% 02/14/2027                                                                  | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    580000 | PA      | $568436.76    | 0.02%             | 2027-02-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 2.5% 04/15/2030                                                                     | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251284.00    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588236.94    | 0.02%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 2.2% 02/21/2027                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2200909.34   | 0.06%             | 2027-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 2.92% 03/01/2030                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $408014.78    | 0.01%             | 2030-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/28/2027                                                                      | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23360000 | PA      | $22663762.44  | 0.64%             | 2027-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.85% 03/12/2030                                                     | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156414.11    | 0.00%             | 2030-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 2.4% 03/15/2030                                                                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $353147.87    | 0.01%             | 2030-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 2.7% 03/11/2030                                                                         | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470085.73    | 0.01%             | 2030-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 1.5% 03/10/2026                                                              | CUSIP: 74432QCH6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158859.47    | 0.00%             | 2026-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 3.05% 01/15/2026                                                         | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249582.20    | 0.01%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.75% 03/19/2030                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1189017.74   | 0.03%             | 2030-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.4% 05/01/2030                                                            | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606903.00    | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 03/31/2027                                                                      | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46820000 | PA      | $45044131.91  | 1.28%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612916.75    | 0.02%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                      | INTEL CORP 3.75% 03/25/2027                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348337.48    | 0.01%             | 2027-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                    | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294765.97    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.625% 03/22/2030                                                            | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614306.89    | 0.02%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.625% 04/01/2030                                                          | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $620632.76    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 04/01/2030                                                                     | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2995835.22   | 0.08%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.3% 03/26/2027                                                                   | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    800000 | PA      | $795209.08    | 0.02%             | 2027-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.35% 03/26/2030                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440213.30    | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.85% 03/27/2030                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611602.78    | 0.02%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.75% 03/27/2027                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542662.00    | 0.02%             | 2027-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 3.25% 03/27/2030                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289966.30    | 0.01%             | 2030-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.5% 07/01/2027                                                                   | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238336.86    | 0.01%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 04/15/2030                                                                    | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    740000 | PA      | $731244.06    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.25% 02/15/2030                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $499712.70    | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.8% 04/01/2027                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    440000 | PA      | $431370.46    | 0.01%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 5.95% 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    820000 | PA      | $869682.91    | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744201.38    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.906% 04/02/2030                                                               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440396.49    | 0.01%             | 2030-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.7% 04/02/2027                                                                 | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251504.95    | 0.01%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    680000 | PA      | $690156.38    | 0.02%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.15% 04/03/2030                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317726.51    | 0.01%             | 2030-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 2.625% 03/01/2031                                                                    | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230970.04    | 0.01%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 3.375% 04/01/2030                                                            | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    670000 | PA      | $647002.10    | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030                                                   | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979455.47    | 0.03%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 3.5% 04/03/2030                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299707.33    | 0.01%             | 2030-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.1% 04/15/2030                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1535123.70   | 0.04%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 4.7% 05/15/2030                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315209.41    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 2.6% 04/15/2030                                                             | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572286.46    | 0.02%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 4.35% 04/15/2030                                                              | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $492004.92    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 2.375% 04/24/2030                                                         | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    390000 | PA      | $359231.18    | 0.01%             | 2030-04-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| VF CORPORATION                                                                  | VF CORPORATION 2.8% 04/23/2027                                                                   | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    420000 | PA      | $409496.26    | 0.01%             | 2027-04-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 2.2% 05/01/2030                                                                        | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $322487.54    | 0.01%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 04/30/2027                                                                        | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61430000 | PA      | $58860018.21  | 1.67%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2% 04/29/2030                                                                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $685782.52    | 0.02%             | 2030-04-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 4.486% 05/01/2030                                      | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $455355.08    | 0.01%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 1.95% 10/15/2030                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54613.91     | 0.00%             | 2030-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                    | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1133181.28   | 0.03%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.45% 06/01/2027                                                                    | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    610000 | PA      | $590210.41    | 0.02%             | 2027-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.15% 05/01/2030                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1350191.42   | 0.04%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.95% 05/15/2030                                                                 | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $291844.82    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.7% 05/15/2027                                                                  | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1076444.52   | 0.03%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.25% 12/15/2027                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1866782.67   | 0.05%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 4.4% 06/15/2028                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    720000 | PA      | $725659.29    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.85% 01/15/2026                                                                       | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520242.36    | 0.01%             | 2026-01-15      | Fixed         | 0.06%                 | 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        |   1080000 | PA      | $1019657.38   | 0.03%             | 2031-05-13      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 4.625% 12/15/2029                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2165442.27   | 0.06%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.995% 05/11/2027                                                               | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $809663.14    | 0.02%             | 2027-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.9% 05/15/2030                                                              | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324275.69    | 0.01%             | 2030-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                                   | FIRST AMERICAN FINANCIAL CORP 4% 05/15/2030                                                      | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193631.77    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | FLEX LTD 3.75% 02/01/2026                                                                        | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    280000 | PA      | $279657.01    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | 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        |    500000 | PA      | $479626.06    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2% 05/15/2030                                                             | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1052167.33   | 0.03%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030                                                      | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302890.86    | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 2.484% 05/19/2027                                                        | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $509021.02    | 0.01%             | 2027-05-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 3% 05/22/2030                                                                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    670000 | PA      | $637193.24    | 0.02%             | 2030-05-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                          | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492841.15    | 0.01%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.25% 12/01/2027                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581342.96    | 0.02%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.3% 06/01/2027                                                                     | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2904345.37   | 0.08%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                        | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    850000 | PA      | $812480.47    | 0.02%             | 2027-05-31      | Fixed         | 0.01%                 | 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        |   2160000 | PA      | $2107386.48   | 0.06%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.5% 06/03/2030                                                                   | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1488962.87   | 0.04%             | 2030-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1.2% 06/03/2027                                                                   | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1388117.43   | 0.04%             | 2027-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                          | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $879770.62    | 0.02%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 3% 06/17/2027                                                                             | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    350000 | PA      | $344031.95    | 0.01%             | 2027-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                          | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336704.04    | 0.01%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 06/30/2027                                                                        | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2365203.13   | 0.07%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 1.15% 01/30/2028                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    620000 | PA      | $587453.61    | 0.02%             | 2028-01-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 8.5% 07/15/2027                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    770000 | PA      | $806813.70    | 0.02%             | 2027-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 2.05% 03/31/2030                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1510000 | PA      | $1382571.86   | 0.04%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 2.1% 07/01/2030                                                                    | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255241.77    | 0.01%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 3.75% 07/08/2030                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $481700.00    | 0.01%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.625% 08/01/2030                                                           | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241295.00    | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.5% 02/25/2026                                                                | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129996.63    | 0.00%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                      | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $4727692.98   | 0.13%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 1.65% 02/01/2028                                                                    | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1474045.82   | 0.04%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.75% 04/15/2029                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234919.58    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.11% 09/15/2028                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672815.79    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 0.75% 08/15/2027                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $571690.66    | 0.02%             | 2027-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                      | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    700000 | PA      | $754401.20    | 0.02%             | 2030-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028                                                      | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115403.91    | 0.00%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 1.3% 08/21/2027                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1926125.69   | 0.05%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 2.7% 08/20/2027                                                         | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    580000 | PA      | $565657.23    | 0.02%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 08/31/2027                                                                        | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $37964.06     | 0.00%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 0.95% 09/01/2027                                                             | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    580000 | PA      | $554158.30    | 0.02%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                            | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    890000 | PA      | $833495.09    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                             | KIMBERLY-CLARK CORP 1.05% 09/15/2027                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $429231.49    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.1% 09/14/2027                                                       | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    680000 | PA      | $649264.49    | 0.02%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.013%/VAR 09/22/2028                                                          | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3240000 | PA      | $3119821.50   | 0.09%             | 2028-09-22      | Variable      | 0.02%                 | 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        |    450000 | PA      | $431944.17    | 0.01%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030                                                     | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    460000 | PA      | $409801.88    | 0.01%             | 2030-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | BAIDU INC 1.72% 04/09/2026                                                                       | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $991130.00    | 0.03%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 1.375% 11/01/2027                                                             | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255988.40    | 0.01%             | 2027-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 1.25% 02/15/2026                                                            | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288068.46    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 10/31/2027                                                                        | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92060000 | PA      | $86964335.39  | 2.46%             | 2027-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.75% 02/01/2026                                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348985.65    | 0.01%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.25% 02/01/2028                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $785719.96    | 0.02%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 0.75% 12/01/2025                                                       | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100000.00    | 0.00%             | 2025-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                      | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1812899.71   | 0.05%             | 2026-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 11/21/2029                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1784678.78   | 0.05%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                      | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90260000 | PA      | $85288648.89  | 2.42%             | 2027-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1398946.57   | 0.04%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 0.985%/VAR 12/10/2026                                                             | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1598622.93   | 0.05%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                            | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $530202.22    | 0.02%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.722% 02/15/2030                                                            | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    780000 | PA      | $734393.67    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.5% 03/15/2027                                                                         | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1004165.25   | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 12/31/2027                                                                      | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134130000 | PA      | $126448962.39 | 3.58%             | 2027-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149397.64    | 0.00%             | 2026-01-30      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $98487.65     | 0.00%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 1.3% 05/20/2028                                                                     | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $225895.54    | 0.01%             | 2028-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 2.625% 02/15/2029                                                               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362540.38    | 0.01%             | 2029-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 1.75% 02/01/2028                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    260000 | PA      | $248515.73    | 0.01%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.875% 05/15/2027                                                           | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797010.90    | 0.02%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                                       | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99519.35     | 0.00%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.122%/VAR 01/28/2027                                                              | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2089500.32   | 0.06%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 01/31/2028                                                                       | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $10186593.70  | 0.29%             | 2028-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST                               | UNITED AIRLINES 2020-1 CLASS B PASS THROUGH TRUST 4.875% 07/15/2027                              | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73320 | PA      | $73325.56     | 0.00%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492145.12   | 0.04%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 1.05% 07/15/2026                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245149.17    | 0.01%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $207120.79    | 0.01%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                      | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26590000 | PA      | $25239726.56  | 0.71%             | 2028-02-29      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.65% 03/01/2028                                                  | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472944.85    | 0.01%             | 2028-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FORTINET INC                                                                    | FORTINET INC 1% 03/15/2026                                                                       | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207786.00    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 1.35% 03/15/2026                                                                   | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327046.49    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 1.75% 03/15/2028                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427013.60    | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                      | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    937000 | PA      | $929796.41    | 0.03%             | 2027-03-02      | Variable      | 0.01%                 | 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        |   1660000 | PA      | $1647454.27   | 0.05%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                              | PPG INDUSTRIES INC 1.2% 03/15/2026                                                               | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327192.32    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 1.5% 03/06/2028                                                          | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1310869.62   | 0.04%             | 2028-03-06      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 0.95% 03/15/2026                                              | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178331.71    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 3.7% 07/15/2030                                                | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492030.39    | 0.01%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $207602.98    | 0.01%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $814105.11    | 0.02%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 2.25% 04/01/2028                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278005.12    | 0.01%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                       | TELEDYNE TECHNOLOGIES INC 1.6% 04/01/2026                                                        | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178345.41    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4065623.05   | 0.12%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.375% 04/15/2029                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1832432.43   | 0.05%             | 2029-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.3% 03/25/2028                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $581911.58    | 0.02%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 1.726%/VAR 04/01/2027                                                               | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    484000 | PA      | $480042.33    | 0.01%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                      | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3178633.57   | 0.09%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3209274.14   | 0.09%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3046355.19   | 0.09%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 04/30/2028                                                                       | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91650000 | PA      | $86927876.72  | 2.46%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 1.45% 05/15/2026                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    491000 | PA      | $484914.71    | 0.01%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.75%/VAR 09/15/2051                                                            | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394777.28    | 0.01%             | 2051-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2% 06/15/2028                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114261.56    | 0.00%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 1.45% 06/01/2026                                                          | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365092.32    | 0.01%             | 2026-06-01      | Fixed         | 0.01%                 | 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        |    400000 | PA      | $394645.92    | 0.01%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 1.25% 05/31/2028                                                                       | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50220000 | PA      | $47548139.31  | 1.35%             | 2028-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.75% 04/15/2027                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    470000 | PA      | $467856.88    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.875% 04/15/2030                                                               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2058728.08   | 0.06%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 1.5% 02/15/2026                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288396.38    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3% 06/15/2028                                                        | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2051065.17   | 0.06%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 1.462%/VAR 06/09/2027                                                              | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2168654.71   | 0.06%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 1.2% 06/03/2026                                                            | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $384415.92    | 0.01%             | 2026-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.875% 06/15/2028                                                              | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $715861.17    | 0.02%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 2.875% 06/11/2028                                                          | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122538.99    | 0.00%             | 2028-06-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $414109.89    | 0.01%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                               | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $681662.03    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.1% 07/15/2027                                                               | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $493313.66    | 0.01%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                | WELLTOWER OP LLC 2.05% 01/15/2029                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    780000 | PA      | $734961.44    | 0.02%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 1.5% 07/15/2028                                                                   | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1474601.73   | 0.04%             | 2028-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 1.35% 02/01/2027                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $522769.69    | 0.01%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.172% 07/14/2028                                                            | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $389958.15    | 0.01%             | 2028-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                                      | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    743000 | PA      | $731464.15    | 0.02%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | CHENIERE ENERGY INC 4.625% 10/15/2028                                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    970000 | PA      | $970002.23    | 0.03%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $885147.30    | 0.03%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4572788.19   | 0.13%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1% 07/31/2028                                                                          | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65440000 | PA      | $61319325.00  | 1.74%             | 2028-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 1.95% 08/01/2028                                                              | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $178865.05    | 0.01%             | 2028-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1079324.93   | 0.03%             | 2027-02-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.4% 08/05/2028                                                                        | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    940000 | PA      | $886600.06    | 0.03%             | 2028-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.1% 03/01/2027                                                               | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318905.35    | 0.01%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 1.25% 08/07/2026                                                             | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422645.19    | 0.01%             | 2026-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                         | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $279620.88    | 0.01%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 1.75% 10/15/2028                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    130000 | PA      | $122548.51    | 0.00%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 1.6% 08/12/2028                                                                       | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2584928.89   | 0.07%             | 2028-08-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.1% 09/01/2028                                                                   | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    530000 | PA      | $498419.78    | 0.01%             | 2028-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | EXPAND ENERGY CORP 5.375% 03/15/2030                                                             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    630000 | PA      | $638812.04    | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                            | HOWMET AEROSPACE INC 3% 01/15/2029                                                               | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485332.06    | 0.01%             | 2029-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                      | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 108290000 | PA      | $101623396.88 | 2.88%             | 2028-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.722%/VAR 09/14/2027                                                         | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $784679.82    | 0.02%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 1.5% 09/22/2028                                                                      | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1274920.70   | 0.04%             | 2028-09-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                             | SUZANO AUSTRIA GMBH 2.5% 09/15/2028                                                              | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    700000 | PA      | $660030.00    | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $675612.93    | 0.02%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.25%/VAR 01/15/2082                                                        | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212257.34    | 0.01%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 1.6% 10/04/2026                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $489925.75    | 0.01%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $267455.41    | 0.01%             | 2026-04-15      | Fixed         | 0.02%                 | 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        |    140000 | PA      | $134716.45    | 0.00%             | 2028-04-15      | Fixed         | 0.02%                 | 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        |    310000 | PA      | $296145.37    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3254750.41   | 0.09%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3% 10/29/2028                          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1410000 | PA      | $1365000.82   | 0.04%             | 2028-10-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | BERRY GLOBAL INC 1.57% 01/15/2026                                                                | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279050.87    | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 2.2% 11/02/2028                                                                    | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    870000 | PA      | $817481.06    | 0.02%             | 2028-11-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 1.75% 11/15/2026                                                           | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    610000 | PA      | $597294.06    | 0.02%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | BERRY GLOBAL INC 1.65% 01/15/2027                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116428.85    | 0.00%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027                                                        | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244246.44    | 0.01%             | 2027-11-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 2.3% 06/22/2027                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    390000 | PA      | $376624.14    | 0.01%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                                     | VIATRIS INC 2.7% 06/22/2030                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364438.66    | 0.01%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 1.75% 03/15/2027                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    590000 | PA      | $572753.43    | 0.02%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                                  | PUBLIC STORAGE 1.95% 11/09/2028                                                                  | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1183543.56   | 0.03%             | 2028-11-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 1.9% 12/01/2028                                                        | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84806.33     | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.875% 06/01/2026                                                             | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340727.36    | 0.01%             | 2026-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1580427.07   | 0.04%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 1.684%/VAR 11/18/2027                                                          | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440203.34    | 0.01%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 2.125% 12/01/2028                                                              | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    160000 | PA      | $150605.06    | 0.00%             | 2028-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.15% 01/15/2027                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195321.56    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                               | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1940000 | PA      | $1903824.72   | 0.05%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 1.75% 12/02/2026                                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1133000 | PA      | $1108143.43   | 0.03%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                        | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  82340000 | PA      | $77685859.95  | 2.20%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CUBESMART LP 2.25% 12/15/2028                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378681.26    | 0.01%             | 2028-12-15      | Fixed         | 0.02%                 | 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        |    360000 | PA      | $354146.90    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 3.276% 12/01/2028                                                         | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $599484.35    | 0.02%             | 2028-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 2.2% 12/15/2028                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    610000 | PA      | $577501.22    | 0.02%             | 2028-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 2.061% 12/15/2026                                      | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $647315.03    | 0.02%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 1.9% 12/10/2028                                                                 | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236315.77    | 0.01%             | 2028-12-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 1.7% 06/10/2027                                                                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941607.16   | 0.05%             | 2027-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 2% 12/21/2028                                                                | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $568264.02    | 0.02%             | 2028-12-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1190793.21   | 0.03%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 3.8%/VAR 03/15/2082                                                 | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1056028.64   | 0.03%             | 2082-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 4.875% 06/22/2028                                                         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $498582.69    | 0.01%             | 2028-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                       | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $34126367.10  | 0.97%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489806.73    | 0.01%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 2.71% 01/22/2029                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $191073.89    | 0.01%             | 2029-01-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.7% 01/08/2027                                                       | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361874.17    | 0.01%             | 2027-01-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    390000 | PA      | $382651.26    | 0.01%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.174% 01/14/2027                                                   | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1372381.28   | 0.04%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.2% 01/15/2027                                                                   | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273558.94    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 1.95% 01/12/2027                                                           | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1517417.05   | 0.04%             | 2027-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.5% 01/13/2027                                                          | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3417276.73   | 0.10%             | 2027-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114597.60    | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.25% 01/12/2029                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    990000 | PA      | $935551.15    | 0.03%             | 2029-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 1.8% 04/01/2026                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208100.60    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.05% 01/21/2027                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $588218.84    | 0.02%             | 2027-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.75% 01/31/2027                                                               | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    760000 | PA      | $747840.00    | 0.02%             | 2027-01-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.2% 02/09/2027                                                                  | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1431080.89   | 0.04%             | 2027-02-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2027                                                                      | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 107050000 | PA      | $104833731.00 | 2.97%             | 2027-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.9% 03/01/2027                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157391.34    | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 2.85% 05/28/2027                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $216142.13    | 0.01%             | 2027-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 2.45% 03/03/2027                                                             | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1001193.68   | 0.03%             | 2027-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 2.5% 03/15/2027                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    800000 | PA      | $786431.02    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.9% 03/15/2027                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $550392.21    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.35% 03/08/2027                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4274155.79   | 0.12%             | 2027-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 2.625% 03/17/2027                                                              | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491091.84    | 0.01%             | 2027-03-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 2.95% 04/15/2027                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453532.45    | 0.01%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5155695.03   | 0.15%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.75%/VAR 03/18/2028                                                    | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    610000 | PA      | $607061.89    | 0.02%             | 2028-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496372.18    | 0.01%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 4.175%/VAR 03/24/2028                                                         | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $599486.75    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.017%/VAR 03/28/2028                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1240000 | PA      | $1238163.19   | 0.04%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 3.7% 04/01/2029                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689261.94    | 0.02%             | 2029-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 4.95% 05/28/2027                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601366.10    | 0.02%             | 2027-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.65% 03/15/2027                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    690000 | PA      | $685307.16    | 0.02%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4% 04/15/2029 144A                                                                  | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259629.59    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.625% 05/04/2027                                                           | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $518515.37    | 0.01%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.45% 04/13/2029                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    680000 | PA      | $672227.98    | 0.02%             | 2029-04-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                                      | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011731.11   | 0.09%             | 2028-04-26      | Variable      | 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        |    960000 | PA      | $969771.89    | 0.03%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.95% 02/15/2030                                                              | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374415.25    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.376%/VAR 04/27/2028                                                | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1906833.64   | 0.05%             | 2028-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 04/30/2029                                                                      | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45490000 | PA      | $44539329.96  | 1.26%             | 2029-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3% 05/20/2027                                                     | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   5800000 | PA      | $5751058.90   | 0.16%             | 2027-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.3% 05/03/2027                                                              | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    540000 | PA      | $535879.72    | 0.02%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.35% 05/09/2027                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250951.82    | 0.01%             | 2027-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.927%/VAR 05/10/2028                                                       | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1677440.59   | 0.05%             | 2028-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                        | HUNTINGTON NATL BK COLUMBUS OH 4.552%/VAR 05/17/2028                                             | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593367.02    | 0.02%             | 2028-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP US 4.65% 06/01/2027                                                               | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220532.23    | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.35% 06/15/2029                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464827.56    | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 4.65% 06/15/2027                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302098.92    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/2027                                                  | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    290000 | PA      | $291151.07    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 3.9% 06/01/2027                                                              | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170057.72    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.043% 08/26/2027                                                           | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    560000 | PA      | $562641.57    | 0.02%             | 2027-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    170000 | PA      | $169739.16    | 0.00%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 3.4% 05/01/2030                                                  | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    790000 | PA      | $761862.21    | 0.02%             | 2030-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                              | NXP BV/NXP FDG LLC 5.55% 12/01/2028                                                              | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $144981.18    | 0.00%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 05/31/2029                                                                       | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61350000 | PA      | $59785095.86  | 1.69%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                      | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1260000 | PA      | $1242970.32   | 0.04%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 3% 05/25/2027                                                          | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   2350000 | PA      | $2328899.49   | 0.07%             | 2027-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 3.905% 06/09/2027                                       | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1141677.10   | 0.03%             | 2027-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.108% 06/08/2027                                                          | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $520777.34    | 0.01%             | 2027-06-08      | Fixed         | 0.04%                 | 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        |    180000 | PA      | $182015.52    | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5% 04/09/2027                                                           | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    960000 | PA      | $969689.84    | 0.03%             | 2027-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4.25% 09/15/2027                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1610839.25   | 0.05%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314569.17    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 1.915% 02/01/2027                                                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1500408.89   | 0.04%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 4.625% 07/15/2027                                                   | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1141386.46   | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC 2.043% 08/16/2028                                              | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    750000 | PA      | $708939.28    | 0.02%             | 2028-08-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2029                                                                       | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32920000 | PA      | $32599801.64  | 0.92%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204997.81    | 0.01%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 5.386% 07/06/2027                                                            | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    240000 | PA      | $244377.30    | 0.01%             | 2027-07-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 5.605% 07/06/2029                                                            | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1030000 | PA      | $1075302.33   | 0.03%             | 2029-07-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.017%/VAR 07/20/2028                                                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1065149.13   | 0.03%             | 2028-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.6% 02/18/2028                                                                      | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229377.62    | 0.01%             | 2028-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                                                      | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3749135.33   | 0.11%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.948%/VAR 07/22/2028                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216878.47   | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.15% 07/27/2027                                                                 | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573308.24    | 0.02%             | 2027-07-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                       | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3840000 | PA      | $3791099.98   | 0.11%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.247%/VAR 07/26/2030                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    760000 | PA      | $783207.52    | 0.02%             | 2030-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.443%/VAR 08/04/2028                                               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1597929.73   | 0.05%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.501%/VAR 08/09/2028                                                               | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204122.61    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.75% 08/05/2027                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1429989.34   | 0.04%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 4.575%/VAR 08/09/2028                                                           | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    540000 | PA      | $543844.83    | 0.02%             | 2028-08-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.95% 08/15/2027                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161444.13    | 0.00%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 2.625% 12/15/2026                                                 | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    470000 | PA      | $460509.55    | 0.01%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353530.71    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.294% 08/18/2027                                                             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $407148.44    | 0.01%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.05% 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449348.22    | 0.01%             | 2029-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1650693.51   | 0.05%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                  | SYNCHRONY BANK 5.625% 08/23/2027                                                                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510011.78    | 0.01%             | 2027-08-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.354%/VAR 09/13/2028                                                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $306929.84    | 0.01%             | 2028-09-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 6.138%/VAR 09/14/2028                                             | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $206882.09    | 0.01%             | 2028-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.95% 09/09/2027                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803971.37    | 0.02%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                            | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007861.99   | 0.03%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.414%/VAR 09/13/2028                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204849.58    | 0.01%             | 2028-09-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5% 10/15/2027                                                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457913.87    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.7% 09/14/2027                                                             | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1690000 | PA      | $1711555.38   | 0.05%             | 2027-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 3.75% 09/14/2027                                            | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   2050000 | PA      | $2055242.18   | 0.06%             | 2027-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.7% 04/01/2028                                                                         | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392383.28    | 0.01%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                         | DIGITAL REALTY TRUST LP 5.55% 01/15/2028                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267603.14    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.17% 10/13/2027                                                         | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1000000 | PA      | $1020760.00   | 0.03%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                           | HALEON US CAPITAL LLC 3.375% 03/24/2027                                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1218863.88   | 0.03%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 5.3% 10/24/2027                                                               | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $665797.71    | 0.02%             | 2027-10-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.1% 11/15/2027                                                             | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358016.92    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361%/VAR 10/27/2028                                                        | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520561.39    | 0.01%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.25% 02/15/2028                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1284870.86   | 0.04%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 7.385%/VAR 11/02/2028                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1058135.21   | 0.03%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 4.95% 02/15/2028                                                              | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358162.24    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.85% 11/05/2027                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3980000 | PA      | $4121168.45   | 0.12%             | 2027-11-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 5.75% 11/01/2027                                                     | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030114.88   | 0.03%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                                                      | ECOLAB INC 5.25% 01/15/2028                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585700.13    | 0.02%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $831957.50    | 0.02%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.457% 11/18/2027                                                           | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    420000 | PA      | $433196.72    | 0.01%             | 2027-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 5.85% 11/15/2027                                                               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    930000 | PA      | $958548.54    | 0.03%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.8% 11/21/2027                                                     | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    740000 | PA      | $753347.88    | 0.02%             | 2027-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2011252.43   | 0.06%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.6% 02/15/2028                                                            | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    730000 | PA      | $741785.93    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6.55% 11/29/2027                                                     | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    760000 | PA      | $791075.44    | 0.02%             | 2027-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.55% 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426465.74    | 0.01%             | 2027-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.354%/VAR 12/02/2028                                             | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163962.87    | 0.00%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5% 12/08/2027                                                               | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762577.67    | 0.02%             | 2027-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2029                                                                      | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4610000 | PA      | $4663483.19   | 0.13%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 1.65% 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264301.47    | 0.01%             | 2026-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 2.75% 03/15/2027                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589341.82    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.5% 08/15/2027                                                               | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1036618.01   | 0.03%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.52% 01/13/2028                                                    | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    650000 | PA      | $670677.75    | 0.02%             | 2028-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.75% 01/20/2028                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1427941.40   | 0.04%             | 2028-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.4% 02/09/2028                                                     | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1250000 | PA      | $1278750.00   | 0.04%             | 2028-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 6.534%/VAR 01/10/2029                                            | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $836871.26    | 0.02%             | 2029-01-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.156% 01/10/2028                                                          | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1430000 | PA      | $1462127.37   | 0.04%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5% 01/11/2028                                                           | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2048701.58   | 0.06%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4% 01/12/2028                                                            | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1917413.61   | 0.05%             | 2028-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167739.94    | 0.00%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324751.63    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                 | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101075.47   | 0.03%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.123%/VAR 02/01/2029                                                             | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1532014.46   | 0.04%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.543%/VAR 02/01/2029                                                  | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011969.22   | 0.03%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.5% 02/01/2028                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161843.69    | 0.00%             | 2028-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3.95% 01/26/2028                                                           | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1026684.16   | 0.03%             | 2028-01-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS and TRADERS TRUST COMPANY                                         | MANUFACTURERS and TRADERS TR CO 4.7% 01/27/2028                                                  | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1237225.47   | 0.04%             | 2028-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2083578.62   | 0.06%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.653%/VAR 02/01/2029                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1741361.71   | 0.05%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.5% 02/06/2028                                                                  | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    430000 | PA      | $434898.12    | 0.01%             | 2028-02-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.65% 05/06/2030                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $329023.75    | 0.01%             | 2030-05-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 4.95% 03/15/2028                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038438.78   | 0.06%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 4.9% 02/28/2028                                                     | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1528088.63   | 0.04%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 4.875% 02/10/2028                                                                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152297.23    | 0.00%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.125% 02/10/2030                                                                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411671.23    | 0.01%             | 2030-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.875% 02/15/2028                                                         | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509544.23    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.422%/VAR 02/22/2029                                                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1029260.74   | 0.03%             | 2029-02-22      | Variable      | 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        |    500000 | PA      | $519646.91    | 0.01%             | 2030-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1760510.21   | 0.05%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/28/2030                                                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  72400000 | PA      | $73607609.56  | 2.08%             | 2030-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.667%/VAR 05/27/2029                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $612006.37    | 0.02%             | 2029-05-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                                     | CENTERPOINT ENERGY RES CORP 5.25% 03/01/2028                                                     | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410201.27    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.5% 03/10/2028                                                          | CUSIP: 3130ATS57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5105443.50   | 0.14%             | 2028-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 4.75% 02/28/2028                                                        | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    440000 | PA      | $447386.71    | 0.01%             | 2028-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200758.80    | 0.01%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.3% 03/01/2028                                                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1040156.80   | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $249102.97    | 0.01%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.9% 03/03/2028                                                          | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307134.86    | 0.01%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.875% 03/03/2028                                                        | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603642.72    | 0.02%             | 2028-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.7% 03/01/2029                                                               | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    870000 | PA      | $834985.71    | 0.02%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.05% 04/01/2028                                                           | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    390000 | PA      | $399902.62    | 0.01%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.45% 03/01/2027                                                              | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638382.86    | 0.02%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.75% 08/01/2028                                                              | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244643.39    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 6% 03/06/2028                                                       | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1358455.67   | 0.04%             | 2028-03-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.45% 03/01/2028                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1433675.52   | 0.04%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.161%/VAR 03/09/2029                                                          | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $416895.10    | 0.01%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SYSTEMS ENERGY RESOURCE INC                                                     | SYSTEMS ENERGY RESOURCE INC 6% 04/15/2028                                                        | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124580.90    | 0.00%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.25% 03/30/2028                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    520000 | PA      | $533484.04    | 0.02%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SOUTHWEST GAS CORP                                                              | SOUTHWEST GAS CORP 5.45% 03/23/2028                                                              | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308165.57    | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.25% 01/15/2029                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $574275.19    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.9% 03/27/2028                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    620000 | PA      | $631155.72    | 0.02%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HOLDINGS SCA                                                   | MEDTRONIC GLOBAL HOLDINGS SCA 4.25% 03/30/2028                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    290000 | PA      | $291975.34    | 0.01%             | 2028-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                    | REXFORD INDUSTRIAL REALTY LP 5% 06/15/2028                                                       | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111870.91    | 0.00%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.8% 05/12/2028                                                         | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1046783.59   | 0.03%             | 2028-05-12      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.7% 12/15/2028                                                               | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    730000 | PA      | $743617.89    | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.242%/VAR 04/19/2029                                                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308174.75    | 0.01%             | 2029-04-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                      | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301888.23    | 0.01%             | 2028-04-15      | Fixed         | 0.04%                 | 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        |    750000 | PA      | $769153.66    | 0.02%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                             | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    820000 | PA      | $839518.71    | 0.02%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 3.55% 10/01/2026                                                                  | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388956.48    | 0.01%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.6% 05/15/2028                                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407808.82    | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 4.65% 05/16/2028                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    800000 | PA      | $812711.50    | 0.02%             | 2028-05-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $604084.87    | 0.02%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4% 05/10/2028                                                                          | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4686627.35   | 0.13%             | 2028-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 4.875% 06/01/2028                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234176.18    | 0.01%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 4.375% 05/15/2028                                                           | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252599.73    | 0.01%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.25% 11/15/2028                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527509.87    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.35% 05/18/2028                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394481.73    | 0.01%             | 2028-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.45% 06/01/2028                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    730000 | PA      | $746726.37    | 0.02%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.65% 05/19/2030                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2050000 | PA      | $2099003.73   | 0.06%             | 2030-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.45% 05/19/2028                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2300000 | PA      | $2327705.23   | 0.07%             | 2028-05-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 5.643%/VAR 05/19/2029                                                        | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $508891.98    | 0.01%             | 2029-05-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.625% 05/15/2030                                                          | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479705.77    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                                                     | OVINTIV INC 5.65% 05/15/2028                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597180.96    | 0.02%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.25% 07/15/2028                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2271455.72   | 0.06%             | 2028-07-15      | Fixed         | 0.05%                 | 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        |    540000 | PA      | $535832.65    | 0.02%             | 2027-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC T5Y+NA 12/15/2052                                                       | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    540000 | PA      | $551659.78    | 0.02%             | 2052-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 01/30/2029                                                                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1360752.95   | 0.04%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.75% 06/06/2028                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $155512.91    | 0.00%             | 2028-06-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018170.72   | 0.06%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 5.25% 06/12/2028                                                             | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $268098.21    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.9% 06/13/2028                                         | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $451076.78    | 0.01%             | 2028-06-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.25% 07/01/2028                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205523.05    | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.602% 06/12/2028                                                              | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $372048.37    | 0.01%             | 2028-06-12      | Fixed         | 0.06%                 | 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        |   1650000 | PA      | $1710661.89   | 0.05%             | 2029-06-12      | Variable      | 0.06%                 | 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        |   1260000 | PA      | $1311147.77   | 0.04%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.65% 11/15/2027                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    890000 | PA      | $915671.33    | 0.03%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.857% 03/15/2030                                                 | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $466050.70    | 0.01%             | 2030-03-15      | 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        |    270000 | PA      | $284353.86    | 0.01%             | 2029-06-13      | Variable      | 0.07%                 | 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        |    550000 | PA      | $575456.94    | 0.02%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                          | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1900000 | PA      | $1980745.55   | 0.06%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.8% 06/23/2028                                                         | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414666.94    | 0.01%             | 2028-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309450.43    | 0.01%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                          | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6610000 | PA      | $6693916.00   | 0.19%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.875% 06/15/2028                                                                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511859.10    | 0.01%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.778%/VAR 07/06/2029                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    860000 | PA      | $896085.48    | 0.03%             | 2029-07-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 6.07% 07/12/2028                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $418055.19    | 0.01%             | 2028-07-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.125% 07/07/2028                                                    | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287409.09    | 0.01%             | 2028-07-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.118% 07/13/2028                                                              | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1800000 | PA      | $1856460.15   | 0.05%             | 2028-07-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.8% 07/13/2028                                                     | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $313084.74    | 0.01%             | 2028-07-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.523% 07/17/2028                                                          | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $674184.67    | 0.02%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.95% 07/14/2028                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616502.60    | 0.02%             | 2028-07-14      | Fixed         | 0.05%                 | 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        |   2600000 | PA      | $2694660.38   | 0.08%             | 2029-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 9.25% 07/20/2028                                               | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    260000 | PA      | $287960.83    | 0.01%             | 2028-07-20      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                  | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300703.00    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2028                                                                      | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25440000 | PA      | $25848431.31  | 0.73%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4% 06/15/2029                                                             | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    570000 | PA      | $566555.62    | 0.02%             | 2029-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.282%/VAR 07/27/2029                                                        | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    240000 | PA      | $247551.68    | 0.01%             | 2029-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $572344.91    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.4% 01/15/2027                                                        | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811997.79    | 0.02%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.875% 02/15/2029                                                       | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421494.08    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $620198.29    | 0.02%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.9% 02/15/2029                                                              | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154085.72    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                   | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737315.32    | 0.02%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3035112.03   | 0.09%             | 2027-08-14      | Variable      | 0.06%                 | 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        |    470000 | PA      | $486414.73    | 0.01%             | 2028-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 6.95% 08/14/2028                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126088.79    | 0.00%             | 2028-08-14      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.375% 08/21/2028                                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    890000 | PA      | $912534.19    | 0.03%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 6.125% 09/15/2028                                                       | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210296.13    | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 3.45% 06/15/2027                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    370000 | PA      | $367564.71    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.1% 09/08/2028                                                         | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    470000 | PA      | $484370.93    | 0.01%             | 2028-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 5.5% 03/15/2029                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1663127.04   | 0.05%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 4.875% 09/08/2028                                                          | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164465.26    | 0.00%             | 2028-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 6.49%/VAR 09/13/2029                                                                | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $550439.62    | 0.02%             | 2029-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.125% 09/18/2028                                                       | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    400000 | PA      | $413663.15    | 0.01%             | 2028-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    660000 | PA      | $683464.32    | 0.02%             | 2029-01-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2090693.60   | 0.06%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.8% 11/15/2028                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104399.82    | 0.00%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.717% 09/25/2028                                                           | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $146200.61    | 0.00%             | 2028-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 5.803% 09/29/2028                                                                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    760000 | PA      | $797714.89    | 0.02%             | 2028-09-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.65% 10/01/2028                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    680000 | PA      | $703468.79    | 0.02%             | 2028-10-01      | Fixed         | 0.06%                 | 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        |    560000 | PA      | $590925.85    | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.875% 10/15/2028                                                  | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $450000.87    | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.1% 12/01/2028                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1534377.66   | 0.04%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 4.875% 10/18/2028                                                    | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1031754.24   | 0.03%             | 2028-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $603557.88    | 0.02%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 6.317%/VAR 10/25/2029                                                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    210000 | PA      | $223242.36    | 0.01%             | 2029-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                      | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6130000 | PA      | $6475770.31   | 0.18%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1191067.42   | 0.03%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 7.413%/VAR 10/30/2029                                                          | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    180000 | PA      | $195245.82    | 0.01%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.607% 11/07/2028                                                             | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213493.73    | 0.01%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.527%/VAR 11/07/2027                                                         | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $3065210.70   | 0.09%             | 2027-11-07      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                       | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3947076.41   | 0.11%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 5.75% 01/15/2029                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049507.12   | 0.03%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.15% 03/01/2029                                                                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $685398.33    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.95% 02/01/2029                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397635.27    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.535% 11/17/2028                                                           | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $325001.23    | 0.01%             | 2028-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6.75% 11/17/2028                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    590000 | PA      | $629269.79    | 0.02%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.819%/VAR 11/20/2029                                             | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1068625.07   | 0.03%             | 2029-11-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.196%/VAR 11/17/2029                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $487920.44    | 0.01%             | 2029-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 5.7% 12/01/2026                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507520.28    | 0.01%             | 2026-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.684%/VAR 11/21/2029                                                          | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230586.45    | 0.01%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                      | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3860000 | PA      | $3954992.21   | 0.11%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.9% 04/15/2029                                                                   | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $679342.01    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 5.488% 12/04/2026                                                                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517077.38    | 0.01%             | 2026-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 5% 12/05/2026                                                       | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333362.21    | 0.01%             | 2026-12-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.35% 12/01/2028                                                         | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227677.12    | 0.01%             | 2028-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.8% 01/07/2029                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1031695.43   | 0.03%             | 2029-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.264% 12/11/2026                                                          | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1012997.68   | 0.03%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/15/2026                                                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31650000 | PA      | $31891099.89  | 0.90%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 6.848%/VAR 01/03/2030                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $232611.11    | 0.01%             | 2030-01-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                       | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6020000 | PA      | $6063268.75   | 0.17%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.65% 01/05/2029                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234700.19    | 0.01%             | 2029-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.9% 03/15/2029                                                                 | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204250.55    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.174%/VAR 01/09/2030                                                    | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    420000 | PA      | $438522.34    | 0.01%             | 2030-01-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 4.787% 01/10/2029                                       | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287194.51    | 0.01%             | 2029-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.1% 01/19/2029                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $716975.20    | 0.02%             | 2029-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.699% 04/10/2029                                                     | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1428712.61   | 0.04%             | 2029-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                             | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164171.47    | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.8% 01/15/2029                                                         | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244216.08    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.95% 02/01/2029                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1101146.61   | 0.03%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.012%/VAR 01/23/2030                                                      | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $5102897.85   | 0.14%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.875% 03/01/2029                                                              | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $595944.72    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.198%/VAR 01/23/2030                                                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1000783.53   | 0.03%             | 2030-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/24/2029                                                             | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    175000 | PA      | $180538.91    | 0.01%             | 2029-01-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.952%/VAR 01/14/2028                                             | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2178960.91   | 0.06%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.3%/VAR 01/21/2028                                               | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013602.89   | 0.03%             | 2028-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                           | BLUE OWL CAPITAL CORP 5.95% 03/15/2029                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012574.17   | 0.03%             | 2029-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 5.841%/VAR 01/23/2030                                                 | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    370000 | PA      | $385518.14    | 0.01%             | 2030-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4% 07/15/2029                                                                 | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    580000 | PA      | $578639.07    | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | COMERICA INC 5.982%/VAR 01/30/2030                                                               | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    530000 | PA      | $552077.38    | 0.02%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.85% 02/07/2029                                                     | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    690000 | PA      | $707090.94    | 0.02%             | 2029-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                            | IBM INTERNAT CAPITAL 4.6% 02/05/2029                                                             | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    510000 | PA      | $518925.90    | 0.01%             | 2029-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                           | GOLUB CAPITAL BDC INC 6% 07/15/2029                                                              | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    470000 | PA      | $479220.87    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.6% 02/01/2029                                                            | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193375.34    | 0.01%             | 2029-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 6.25% 02/01/2029                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    740000 | PA      | $780099.12    | 0.02%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    630000 | PA      | $640362.18    | 0.02%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 5% 05/15/2029                                                                  | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    470000 | PA      | $483038.90    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 5% 02/15/2029                                                          | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $591509.29    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.6% 02/08/2029                                                   | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336521.75    | 0.01%             | 2029-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.1% 03/01/2029                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287492.51    | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.125% 02/15/2029                                                            | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134043.62    | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.5% 04/01/2029                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342484.53    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.875% 05/15/2029                                                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1144566.17   | 0.03%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 4.85% 02/26/2029                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    760000 | PA      | $781368.13    | 0.02%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.8% 02/26/2027                                                                | CUSIP: 17275RBQ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264714.49   | 0.04%             | 2027-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.85% 02/26/2029                                                               | CUSIP: 17275RBR2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822155.18    | 0.02%             | 2029-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                       | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2083413.16   | 0.06%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.85% 02/27/2029                                                      | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    440000 | PA      | $453026.45    | 0.01%             | 2029-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 7.5% 03/01/2031                                                               | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    700000 | PA      | $771400.00    | 0.02%             | 2031-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                       | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12010000 | PA      | $12276940.99  | 0.35%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.15% 03/15/2027                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    840000 | PA      | $847672.76    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.15% 06/01/2029                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560969.26    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                | RADIAN GROUP INC 6.2% 05/15/2029                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314193.29    | 0.01%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                           | AON NORTH AMERICA INC 5.15% 03/01/2029                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029574.48   | 0.03%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 6.475%/VAR 06/01/2034                                                          | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $315273.08    | 0.01%             | 2034-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.4% 03/15/2029                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372462.13    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 03/12/2029                                                                | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    700000 | PA      | $720950.17    | 0.02%             | 2029-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.674%/VAR 03/12/2028                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1410000 | PA      | $1435589.41   | 0.04%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.69%/VAR 03/12/2030                                                                | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $572939.15    | 0.02%             | 2030-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.8% 03/08/2029                                                         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509696.39    | 0.01%             | 2029-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 5.05% 03/15/2029                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1194305.53   | 0.03%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 5.381% 03/13/2029                                                 | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $622378.85    | 0.02%             | 2029-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                           | GOLDMAN SACHS BDC INC 6.375% 03/11/2027                                                          | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    570000 | PA      | $582571.91    | 0.02%             | 2027-03-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.975%/VAR 03/14/2030                                                  | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309337.99    | 0.01%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.335%/VAR 03/19/2030                                                               | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    430000 | PA      | $445328.01    | 0.01%             | 2030-03-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.538%/VAR 03/14/2030                                                         | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $621845.29    | 0.02%             | 2030-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.625% 03/18/2029                                                             | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    500000 | PA      | $511240.00    | 0.01%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.05% 06/01/2029                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    340000 | PA      | $350117.61    | 0.01%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5% 04/15/2029                                                             | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215316.47    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                          | GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027                                                     | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1815759.06   | 0.05%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.1% 04/20/2029                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235642.88    | 0.01%             | 2029-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.2% 04/01/2029                                                    | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    620000 | PA      | $639060.24    | 0.02%             | 2029-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.5% 04/03/2029                                                              | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3077641.17   | 0.09%             | 2029-04-03      | Fixed         | 0.04%                 | 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        |   1120000 | PA      | $1161058.52   | 0.03%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 5.26% 04/08/2029                                                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2160000 | PA      | $2240463.05   | 0.06%             | 2029-04-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 4.8% 04/04/2029                                                                        | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $2015348.09   | 0.06%             | 2029-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.05% 04/05/2027                                                        | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507235.11    | 0.01%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.05% 04/05/2029                                                        | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309218.58    | 0.01%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.3% 04/05/2029                                                                     | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $619344.77    | 0.02%             | 2029-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.3% 02/15/2030                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318708.99    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506937.17    | 0.01%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7040000 | PA      | $7189867.38   | 0.20%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    732000 | PA      | $752928.78    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                        | JOHNSON CONTROLS/TYCO FI 5.5% 04/19/2029                                                         | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $521643.49    | 0.01%             | 2029-04-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.656%/VAR 04/18/2030                                                             | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1672282.13   | 0.05%             | 2030-04-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.9% 04/24/2029                                                    | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1500000 | PA      | $1559922.00   | 0.04%             | 2029-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.727%/VAR 04/25/2030                                              | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1570960.05   | 0.04%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.532%/VAR 04/25/2030                                                        | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    520000 | PA      | $544212.80    | 0.02%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | RYDER SYSTEM INC 5.5% 06/01/2029                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044380.68   | 0.03%             | 2029-06-01      | Fixed         | 0.06%                 | 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        |    245000 | PA      | $255838.81    | 0.01%             | 2029-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/15/2027                                                                        | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10000 | PA      | $10132.42     | 0.00%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.05% 04/15/2028                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227698.51    | 0.01%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.95% 07/15/2029                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308514.09    | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.176% 06/15/2029                                                             | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622011.53    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 5% 05/14/2027                                                         | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1555389.85   | 0.04%             | 2027-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 5.05% 04/16/2029                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    590000 | PA      | $612673.25    | 0.02%             | 2029-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1710000 | PA      | $1743874.42   | 0.05%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS INC                                                                | NMI HOLDINGS INC 6% 08/15/2029                                                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310449.00    | 0.01%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.492%/VAR 05/14/2030                                             | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    450000 | PA      | $469293.45    | 0.01%             | 2030-05-14      | Variable      | 0.05%                 | 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        |    240000 | PA      | $250254.61    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 6.95%/VAR 11/30/2054                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218784.93    | 0.01%             | 2054-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 5% 05/17/2029                                                                     | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    670000 | PA      | $690754.82    | 0.02%             | 2029-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 5.017% 11/17/2027                                                     | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1653428.07   | 0.05%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.15% 06/15/2029                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $773708.51    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 7.125%/VAR 12/01/2054                                                           | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    470000 | PA      | $494301.35    | 0.01%             | 2054-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 7.75% 01/15/2029                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    700000 | PA      | $740392.09    | 0.02%             | 2029-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                             | AMCOR GROUP FINANCE 5.45% 05/23/2029                                                             | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $858809.68    | 0.02%             | 2029-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                              | ENACT HOLDINGS INC 6.25% 05/28/2029                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314460.41    | 0.01%             | 2029-05-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.721%/VAR 06/05/2030                                                   | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    900000 | PA      | $944203.91    | 0.03%             | 2030-06-05      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 5.504%/VAR 05/26/2028                                             | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1306370.39   | 0.04%             | 2028-05-26      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGIONS FINL CORP NEW                                                           | REGIONS FINL CORP NEW 5.722%/VAR 06/06/2030                                                      | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395884.59    | 0.01%             | 2030-06-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.081% 06/07/2029                                                        | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720306.10    | 0.02%             | 2029-06-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4.8% 06/15/2029                                                            | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267073.64    | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.25% 07/01/2029                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495385.30    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.75% 06/25/2029                                                                  | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    900000 | PA      | $923254.51    | 0.03%             | 2029-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.2% 07/01/2029                                                                     | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289165.16    | 0.01%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5% 11/15/2029                                                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519707.47    | 0.01%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 7.05%/VAR 12/15/2054                                                 | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419818.50    | 0.01%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 5.05% 06/24/2029                                                                   | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361785.39    | 0.01%             | 2029-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.1% 07/15/2029                                                                     | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    360000 | PA      | $371218.22    | 0.01%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 07/03/2027                                                        | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447172.83    | 0.01%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 4.5% 07/03/2029                                                                | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1500000 | PA      | $1540822.04   | 0.04%             | 2029-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 7.375%/VAR 03/15/2055                                                               | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $307126.82    | 0.01%             | 2055-03-15      | Variable      | 0.07%                 | 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        |    300000 | PA      | $313577.33    | 0.01%             | 2029-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.382%/VAR 07/10/2030                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1037733.67   | 0.03%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.05% 07/12/2029                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1467315.20   | 0.04%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 4.625% 07/22/2027                                                    | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $608497.63    | 0.02%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257241.77    | 0.01%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.049%/VAR 07/23/2030                                              | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1427940.81   | 0.04%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                             | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1511152.99   | 0.04%             | 2030-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                  | MORGAN STANLEY BK NA SALT LAKE 4.968%/VAR 07/14/2028                                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4680000 | PA      | $4745832.72   | 0.13%             | 2028-07-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 4.6% 07/26/2027                                                            | CUSIP: 09290DAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1063276.10   | 0.03%             | 2027-07-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.1%/VAR 07/23/2030                                                               | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1578275.25   | 0.04%             | 2030-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                          | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22050000 | PA      | $22392809.15  | 0.63%             | 2029-07-31      | Fixed         | 0.04%                 | 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        |    500000 | PA      | $512456.00    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.1% 08/01/2029                                                            | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288370.79    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 4.95% 07/01/2027                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    390000 | PA      | $394752.14    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.7% 01/15/2030                                                              | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    340000 | PA      | $348269.75    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 5% 08/01/2029                                                                | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336315.23    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.935%/VAR 08/02/2030                                                        | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $353050.10    | 0.01%             | 2030-08-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 4.9% 09/01/2029                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314737.62    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.55% 08/09/2029                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    925000 | PA      | $942311.99    | 0.03%             | 2029-08-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.3% 08/15/2029                                                               | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $761251.98    | 0.02%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 4.8% 08/14/2029                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276195.24    | 0.01%             | 2029-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 4.55% 03/01/2028                                                             | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303103.42    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.2% 08/14/2029                                                                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    860000 | PA      | $870082.86    | 0.02%             | 2029-08-14      | Fixed         | 0.04%                 | 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        |     80000 | PA      | $81716.11     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | QUEST DIAGNOSTICS INC 4.6% 12/15/2027                                                            | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    970000 | PA      | $981816.34    | 0.03%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.75% 11/15/2029                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   7000000 | PA      | $7038420.97   | 0.20%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2029                                                                      | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63080000 | PA      | $63242627.81  | 1.79%             | 2029-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.64%/VAR 09/10/2030                                                        | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    370000 | PA      | $375336.16    | 0.01%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.9% 10/06/2029                                                         | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660658.97    | 0.02%             | 2029-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.303% 09/06/2029                                                       | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351644.37    | 0.01%             | 2029-09-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030                                                        | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508652.92    | 0.01%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.625% 09/10/2029                      | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $505967.25    | 0.01%             | 2029-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.942%/VAR 09/10/2030                                                               | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $611976.10    | 0.02%             | 2030-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.25% 09/11/2029                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604968.68    | 0.02%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.4% 09/05/2029                                                      | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292726.65    | 0.01%             | 2029-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.353%/VAR 09/06/2030                                                    | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296855.44    | 0.01%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 4% 09/11/2029                                                           | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    500000 | PA      | $502660.10    | 0.01%             | 2029-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                        | AGILENT TECHNOLOGIES INC 4.2% 09/09/2027                                                         | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    740000 | PA      | $742057.42    | 0.02%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 5.146%/VAR 09/10/2034                                                      | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $162492.80    | 0.00%             | 2034-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.999%/VAR 09/11/2030                                             | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294963.48    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                      | CADENCE DESIGN SYSTEMS INC 4.3% 09/10/2029                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603041.78    | 0.02%             | 2029-09-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 4.125% 01/07/2028                                                         | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1000000 | PA      | $1005526.00   | 0.03%             | 2028-01-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 4.631%/VAR 09/11/2030                                               | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $548280.26    | 0.02%             | 2030-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    692000 | PA      | $693627.81    | 0.02%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.4% 10/15/2029                                                                        | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    940000 | PA      | $942927.55    | 0.03%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.2% 09/17/2029                                                               | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250053.04    | 0.01%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                         | NEWMONT CORP / NEWCREST FINANCE PTY LTD 3.25% 05/13/2030                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    394000 | PA      | $379820.85    | 0.01%             | 2030-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1317175.48   | 0.04%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.55% 10/15/2029                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    880000 | PA      | $886162.95    | 0.03%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.542%/VAR 09/19/2030                                                              | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292646.28    | 0.01%             | 2030-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | SONOCO PRODUCTS CO 4.6% 09/01/2029                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292590.12    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 4.625% 10/15/2029                                                  | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161037.91    | 0.00%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                        | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20330000 | PA      | $20292675.34  | 0.57%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.2% 09/27/2029                                                                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2210333.35   | 0.06%             | 2029-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.35% 02/15/2030                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1129545.55   | 0.03%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| DARDEN RESTAURANTS INC                                                          | DARDEN RESTAURANTS INC 4.55% 10/15/2029                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342755.72    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.35% 02/01/2030                                                              | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $800401.19    | 0.02%             | 2030-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                         | NATIONAL BANK OF CANADA 4.5% 10/10/2029                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $557254.85    | 0.02%             | 2029-10-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 4.125% 10/16/2027                                                         | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   2200000 | PA      | $2212867.43   | 0.06%             | 2027-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 2.375% 11/07/2029                                                           | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $613019.28    | 0.02%             | 2029-11-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.522%/VAR 10/18/2028                                                       | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $454146.03    | 0.01%             | 2028-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.65%/VAR 10/18/2030                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $913421.83    | 0.03%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                 | BLACKSTONE SECURED LENDING FUND 5.35% 04/13/2028                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009920.02   | 0.03%             | 2028-04-13      | 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        |    200000 | PA      | $202951.37    | 0.01%             | 2030-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.75% 02/15/2030                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234903.21    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2029                                                                      | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48720000 | PA      | $49722947.00  | 1.41%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 6.7%/VAR 05/15/2055                                                       | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307900.80    | 0.01%             | 2055-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.65% 03/15/2030                                                      | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509861.17    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.625% 11/01/2029                                                         | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1751627.39   | 0.05%             | 2029-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.65% 03/15/2030                                                        | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921225.95    | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.95% 07/16/2029                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511267.12    | 0.01%             | 2029-07-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.286%/VAR 11/19/2030                                                          | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1261927.02   | 0.04%             | 2030-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 5.272%/VAR 01/15/2031                                               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    620000 | PA      | $640050.94    | 0.02%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.6% 11/15/2027                                                       | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2214495.47   | 0.06%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.8% 11/15/2029                                                              | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824495.35    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244519.07    | 0.01%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.875% 01/30/2030                                                              | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635948.28    | 0.02%             | 2030-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6.625%/VAR 04/01/2055                                                                     | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555883.35    | 0.02%             | 2055-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 5.087%/VAR 11/26/2028                                                   | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $254501.83    | 0.01%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132978.67    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                      | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14802461.01  | 0.42%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/30/2026                                                                       | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9220000 | PA      | $9273735.27   | 0.26%             | 2026-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    840000 | PA      | $858257.35    | 0.02%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307646.15    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101922.76    | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390076.33    | 0.01%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 4.85% 12/15/2029                                                    | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    456000 | PA      | $465992.99    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 12/31/2026                                                                       | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27200000 | PA      | $27376375.14  | 0.78%             | 2026-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 12/31/2029                                                                      | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15580000 | PA      | $16055311.68  | 0.45%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 5.4% 03/01/2029                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    268000 | PA      | $277155.64    | 0.01%             | 2029-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.875% 11/07/2029                                                       | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    610000 | PA      | $624033.10    | 0.02%             | 2029-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.85% 03/15/2030                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    670000 | PA      | $690930.77    | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.35% 01/07/2030                                                        | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    920000 | PA      | $949576.59    | 0.03%             | 2030-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.197%/VAR 01/16/2031                                                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $310481.71    | 0.01%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                       | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1600000 | PA      | $1681200.00   | 0.05%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                             | CRH SMW FINANCE DAC 5.125% 01/09/2030                                                            | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    700000 | PA      | $721807.27    | 0.02%             | 2030-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.24% 04/15/2030                                                    | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    700000 | PA      | $728295.12    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 4.7% 01/15/2030                                                             | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   4500000 | PA      | $4666051.80   | 0.13%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 5.25% 01/15/2030                                                           | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1000000 | PA      | $1038437.50   | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2246635.14   | 0.06%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 5% 01/22/2030                                                             | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1000000 | PA      | $1037981.90   | 0.03%             | 2030-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 4.883% 01/21/2028                                                      | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535328.84   | 0.04%             | 2028-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 6.5% 03/11/2029                                                         | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280682.00    | 0.01%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                        | SIXTH STREET LENDING PAR 5.75% 01/15/2030                                                        | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303844.31    | 0.01%             | 2030-01-15      | Fixed         | 0.06%                 | 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        |    600000 | PA      | $623455.30    | 0.02%             | 2031-01-24      | Variable      | 0.05%                 | 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        |    700000 | PA      | $726160.87    | 0.02%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.23%/VAR 01/15/2031                                                              | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2068644.58   | 0.06%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.511%/VAR 01/24/2036                                                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $369400.93    | 0.01%             | 2036-01-24      | Variable      | 0.06%                 | 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        |   1750000 | PA      | $1815220.84   | 0.05%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.207%/VAR 01/28/2031                                              | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621637.30    | 0.02%             | 2031-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.153%/VAR 02/04/2031                                                       | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $723379.19    | 0.02%             | 2031-02-04      | Variable      | 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        |    630000 | PA      | $653261.36    | 0.02%             | 2031-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 4.875% 02/03/2030                                                         | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    800000 | PA      | $831233.34    | 0.02%             | 2030-02-03      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $206827.65    | 0.01%             | 2031-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.8% 08/03/2028                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262253.49   | 0.04%             | 2028-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.932%/VAR 02/14/2029                                                        | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2760000 | PA      | $2809175.75   | 0.08%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.05% 03/15/2030                                                    | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1137049.62   | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.942%/VAR 02/11/2031                                                  | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1236329.78   | 0.04%             | 2031-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4.875% 02/12/2030                                                             | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    800000 | PA      | $825600.00    | 0.02%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.8% 02/10/2030                                                                  | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821576.60    | 0.02%             | 2030-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                       | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31450000 | PA      | $31949558.09  | 0.90%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.6% 02/07/2030                                                                      | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512659.44    | 0.01%             | 2030-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                             | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308990.61    | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 5.098%/VAR 05/13/2031                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $618692.51    | 0.02%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.15% 03/01/2030                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    590000 | PA      | $607557.60    | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                       | APOLLO DEBT SOLUTIONS BDC 6.9% 04/13/2029                                                        | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    420000 | PA      | $440637.33    | 0.01%             | 2029-04-13      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.75% 02/12/2030                                                                | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515042.10    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5.375% 02/19/2030                                                                | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1758610.82   | 0.05%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 5.05% 02/19/2030                                                         | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154690.51    | 0.00%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 4.7% 03/01/2030                                                              | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557631.11    | 0.02%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.2% 04/01/2030                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    940000 | PA      | $972528.56    | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                                         | HCA INC 5.25% 03/01/2030                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $528095.52    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.2% 04/01/2030                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517084.50    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT LENDING FUND                                              | MORGAN STANLEY DIRECT LENDING FUND 6.15% 05/17/2029                                              | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309337.54    | 0.01%             | 2029-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.25% 09/30/2029                                                      | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102919.20    | 0.00%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5% 02/21/2030                                                           | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    520000 | PA      | $537430.29    | 0.02%             | 2030-02-21      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $208523.79    | 0.01%             | 2029-01-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.75% 02/24/2030                                                               | CUSIP: 17275RBX9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308711.05    | 0.01%             | 2030-02-24      | 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        |    500000 | PA      | $518040.32    | 0.01%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/28/2027                                                                      | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  41950000 | PA      | $42215464.63  | 1.20%             | 2027-02-28      | Fixed         | 0.04%                 | 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        |    640000 | PA      | $656185.09    | 0.02%             | 2031-03-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NSTAR ELEC CO                                                                   | NSTAR ELEC CO 4.85% 03/01/2030                                                                   | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359095.10    | 0.01%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.8% 03/15/2030                                          | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359196.65    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.687% 04/15/2030                                                                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    910000 | PA      | $933509.03    | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.121%/VAR 04/04/2031                                                                    | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359920.13    | 0.01%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.729% 02/28/2030                                                              | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307701.21    | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.13%/VAR 03/03/2031                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $411062.83    | 0.01%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    910000 | PA      | $922167.02    | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612944.38    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 5.45%/VAR 03/06/2031                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296670.44    | 0.01%             | 2031-03-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.8% 03/05/2030                                                      | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817535.22    | 0.02%             | 2030-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 4.65% 06/01/2030                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336576.51    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.875% 05/15/2028                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   7000000 | PA      | $7060732.49   | 0.20%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 4.5% 04/15/2030                                                      | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $916533.05    | 0.03%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12930000 | PA      | $13039601.92  | 0.37%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.9% 03/15/2030                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    566000 | PA      | $579182.83    | 0.02%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                           | RIO TINTO FIN USA PLC 4.875% 03/14/2030                                                          | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $638167.06    | 0.02%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 6.25% 03/15/2030                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    290000 | PA      | $303125.25    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                         | CGI INC 4.95% 03/14/2030 144A                                                                    | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $355805.66    | 0.01%             | 2030-03-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.741%/VAR 03/20/2031                                                    | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414425.22    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511306.37   | 0.04%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 5.066%/VAR 03/25/2031                                                               | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $514129.56    | 0.01%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 4.75% 03/21/2028                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111459.32    | 0.00%             | 2028-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 3.35% 05/15/2026                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258650.95    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/31/2027                                                                      | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34290000 | PA      | $34414569.05  | 0.97%             | 2027-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                          | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38270000 | PA      | $38912816.60  | 1.10%             | 2030-03-31      | Fixed         | 0.04%                 | 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        |    500000 | PA      | $503841.35    | 0.01%             | 2028-01-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 5.15% 06/15/2030                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255472.62    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | AMRIZE FINANCE US LLC 4.95% 04/07/2030 144A                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    630000 | PA      | $646337.95    | 0.02%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                       | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17660000 | PA      | $17761407.08  | 0.50%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    594000 | PA      | $610439.76    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.165% 06/15/2030                                                                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    550000 | PA      | $569298.04    | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                             | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207000.01    | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 5.4% 04/25/2030                                                                           | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $571440.23    | 0.02%             | 2030-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1949726.91   | 0.06%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 5.159%/VAR 04/24/2031                                                 | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1243386.86   | 0.04%             | 2031-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.15%/VAR 04/23/2031                                                      | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331406.19    | 0.01%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                      | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11590000 | PA      | $11728989.48  | 0.33%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/30/2027                                                                       | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  67070000 | PA      | $67232435.49  | 1.90%             | 2027-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.016%/VAR 04/25/2031                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    950000 | PA      | $981763.92    | 0.03%             | 2031-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                               | STATE STREET CORP FRN SOFR+95 04/24/2028                                                         | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603720.00    | 0.02%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4% 05/15/2030                                                                       | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402337.27    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | RYDER SYSTEM INC 4.85% 06/15/2030                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408951.96    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.6% 05/15/2030                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    480000 | PA      | $482253.35    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.1% 06/15/2030                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132363.05    | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.5% 01/15/2031                                                              | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506760.75    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.8% 05/01/2030                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397069.66    | 0.01%             | 2030-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 5.875% 05/06/2028 144A                                         | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406587.57    | 0.01%             | 2028-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1258104.73   | 0.04%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 3.75% 05/08/2028                                                          | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1003529.97   | 0.03%             | 2028-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                               | GOLDMAN SACHS PRIVATE CREDIT CORP 6.25% 05/06/2030 144A                                          | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101977.82    | 0.00%             | 2030-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                       | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22140000 | PA      | $22277057.67  | 0.63%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.6% 09/15/2029                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308441.70    | 0.01%             | 2029-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 5.8% 03/15/2030                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469088.78    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.643%/VAR 05/07/2028                                                              | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2618493.25   | 0.07%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 4.5% 05/06/2030                                                                | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606538.82    | 0.02%             | 2030-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.2% 05/12/2030                                                                        | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1259378.50   | 0.04%             | 2030-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.85% 05/07/2030                                                  | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665622.77    | 0.02%             | 2030-05-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.8% 05/15/2030                                                                   | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511335.68    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 4.899%/VAR 05/13/2031                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $871571.17    | 0.02%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3649122.11   | 0.10%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.297%/VAR 05/09/2031                                             | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205538.22    | 0.01%             | 2031-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153218.38    | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.6% 05/15/2028                                                              | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    700000 | PA      | $709055.75    | 0.02%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.7% 02/15/2031                                                                      | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358762.09    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | 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        |   1300000 | PA      | $1344159.25   | 0.04%             | 2031-05-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.65% 10/15/2030                                                       | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615780.50    | 0.02%             | 2030-10-15      | 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      | $490836.20    | 0.01%             | 2029-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 5.071%/VAR 05/20/2031                                                      | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308763.90    | 0.01%             | 2031-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.25% 04/01/2030                                                  | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89672.47     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                     | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $580250.75    | 0.02%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.5% 05/23/2030                                                            | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    800000 | PA      | $816475.59    | 0.02%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305964.76    | 0.01%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5156847.05   | 0.15%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 3.875% 05/31/2027                                                                      | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68720000 | PA      | $69036756.59  | 1.95%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 05/31/2030                                                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87270000 | PA      | $88773361.89  | 2.51%             | 2030-05-31      | Fixed         | 0.04%                 | 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        |    820000 | PA      | $830651.52    | 0.02%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.6% 02/15/2030                                                       | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    850000 | PA      | $853759.78    | 0.02%             | 2030-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.808% 06/03/2030                                                          | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1070000 | PA      | $1094258.93   | 0.03%             | 2030-06-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.45% 07/15/2030                                                        | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    770000 | PA      | $801170.76    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 4.25% 06/02/2028                                                                     | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1400000 | PA      | $1414197.41   | 0.04%             | 2028-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 4.5% 09/03/2030                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $611187.52    | 0.02%             | 2030-09-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.55% 06/05/2030                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713981.72    | 0.02%             | 2030-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1930855.39   | 0.05%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.9% 09/15/2030                                                                   | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285585.05    | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.35% 06/15/2028                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606754.29    | 0.02%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/15/2028                                                                      | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15420000 | PA      | $15565767.11  | 0.44%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 5.25% 07/10/2030                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    360000 | PA      | $369593.05    | 0.01%             | 2030-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 4.95% 07/10/2028                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    720000 | PA      | $731044.91    | 0.02%             | 2028-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.375% 06/12/2028                                                       | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808512.74    | 0.02%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS and CHEMICALS INC                                                  | AIR PRODUCTS and CHEMICALS INC 4.3% 06/11/2028                                                   | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808255.26    | 0.02%             | 2028-06-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $609606.38    | 0.02%             | 2029-06-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101898.56    | 0.00%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.179%/VAR 07/08/2031                                                          | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256480.03    | 0.01%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PRIVATE CREDIT FUND                                               | GOLUB CAPITAL PRIVATE CREDIT FUND 5.875% 05/01/2030                                              | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405497.47    | 0.01%             | 2030-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.7% 06/23/2028                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706774.40    | 0.02%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.9% 06/23/2030                                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121568.39    | 0.00%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 4.5% 06/15/2030                                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    440000 | PA      | $447648.89    | 0.01%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.65% 01/15/2031                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254498.30    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2027                                                                       | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47310000 | PA      | $47454147.89  | 1.34%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/30/2030                                                                      | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48330000 | PA      | $48913358.08  | 1.39%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91337.61     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 4.186% 06/30/2027                                                              | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   2180000 | PA      | $2192550.15   | 0.06%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 4.45% 06/30/2030                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $497493.73    | 0.01%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.354% 07/01/2030                                                           | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $131807.65    | 0.00%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 3.875% 07/03/2028                                                    | CUSIP: N/A<br>LEI: 549300TJ3QFYVCTSCJ29       | Long             | DBT              | CORP              | JP        |    800000 | PA      | $803703.02    | 0.02%             | 2028-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 4.711%/VAR 07/08/2031                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    370000 | PA      | $375520.01    | 0.01%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.625% 06/30/2030                                                               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353995.73    | 0.01%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/15/2028                                                                      | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $23219218.75  | 0.66%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.6% 07/15/2030                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458586.05    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1311801.91   | 0.04%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.734%/VAR 07/18/2031                                             | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525725.93   | 0.04%             | 2031-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                                        | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403270.90    | 0.01%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4.3% 07/23/2030                                                                      | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202630.05    | 0.01%             | 2030-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.375% 10/15/2030                                                        | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506732.67    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 4.42%/VAR 07/24/2028                                                                 | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004823.64   | 0.03%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.3% 07/29/2030                                                                     | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303360.72    | 0.01%             | 2030-07-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.4% 08/15/2030                                                             | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    640000 | PA      | $648786.96    | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/31/2027                                                                      | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11900000 | PA      | $11963683.56  | 0.34%             | 2027-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/31/2030                                                                      | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26310000 | PA      | $26624486.59  | 0.75%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.696%/VAR 08/06/2031                                                       | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1016266.23   | 0.03%             | 2031-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    620000 | PA      | $615376.73    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.5% 08/06/2030                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352645.30    | 0.01%             | 2030-08-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2011822.58   | 0.06%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                            | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    510000 | PA      | $516008.13    | 0.01%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 3.875% 08/01/2030                                                     | CUSIP: 880591FE7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    900000 | PA      | $907437.05    | 0.03%             | 2030-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 4.45% 09/15/2030                                                          | CUSIP: 776696AL0<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502791.44    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372996.93    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2031                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607675.28    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029                                      | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558322.70    | 0.02%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.1% 08/15/2028                                                       | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302092.11    | 0.01%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.05% 08/13/2028                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373386.34    | 0.01%             | 2028-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.3% 10/15/2030                                                                  | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414959.19    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.375% 10/01/2030                                                        | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    780000 | PA      | $786272.18    | 0.02%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.5% 09/15/2030                                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373825.06    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4% 10/15/2028                                                                   | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805427.13    | 0.02%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 4.2% 07/15/2027                                                    | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    610000 | PA      | $611724.80    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.4% 02/12/2031                                                                   | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $756910.04    | 0.02%             | 2031-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 3.9% 08/27/2030                                                    | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   1400000 | PA      | $1407879.33   | 0.04%             | 2030-08-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2027                                                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8340000 | PA      | $8353357.01   | 0.24%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2030                                                                      | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $70071093.40  | 1.98%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.527%/VAR 09/12/2031                                                 | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $302506.89    | 0.01%             | 2031-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 09/15/2030                                                                | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1268607.34   | 0.04%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.5% 09/15/2030                                                                | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    470000 | PA      | $473604.28    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.05% 09/05/2028                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271010.21    | 0.01%             | 2028-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.25% 09/01/2028                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    790000 | PA      | $794252.77    | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                                            | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199503.99    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 4.45% 03/25/2031                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399208.79    | 0.01%             | 2031-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 4.3% 03/15/2031                                                                 | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200559.72    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031                                                   | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $432845.57    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.05% 09/10/2030                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315465.20    | 0.01%             | 2030-09-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                    | SOUTHERN CO GAS CAP 4.05% 09/15/2028                                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130082.37    | 0.00%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.503%/VAR 09/11/2031                                                              | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $855961.15    | 0.02%             | 2031-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A                                                 | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447382.58    | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2028                                                                      | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32650000 | PA      | $32547968.75  | 0.92%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.078%/VAR 09/15/2029                                                     | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999636.73    | 0.03%             | 2029-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.95% 09/15/2030                                                                  | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598605.59    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.493%/VAR 09/11/2031                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399744.44    | 0.01%             | 2031-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                 | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365283.85    | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4% 09/15/2028                                                                | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588733.72    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.4% 10/15/2030                                                    | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369087.25    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                                        | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $359515.32    | 0.01%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 3.5% 08/09/2028                                                   | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $200003.17    | 0.01%             | 2028-08-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.35%/VAR 09/22/2031                                                        | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    320000 | PA      | $320508.85    | 0.01%             | 2031-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1101211.95   | 0.03%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.25% 10/01/2030                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179705.65    | 0.01%             | 2030-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2030                                                                      | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24490000 | PA      | $24512959.38  | 0.69%             | 2030-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.2% 10/15/2030                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401439.14    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4.15% 02/15/2029                                                              | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499321.84    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                      | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $748977.37    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.95% 10/15/2027                                                                   | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    920000 | PA      | $918993.11    | 0.03%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 03/15/2031                                                                   | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139462.58    | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198611.54    | 0.01%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.45% 09/26/2030                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985372.49    | 0.03%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.95% 02/01/2029                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797331.09    | 0.02%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.625% 10/08/2030                                                 | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $599366.81    | 0.02%             | 2030-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 10/15/2028                                                                        | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38240000 | PA      | $38240000.00  | 1.08%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 4.4% 02/09/2031                                                                 | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250565.43    | 0.01%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INDONESIA REPUBLIC OF                                                           | INDONESIA REPUBLIC OF 4.3% 04/16/2031                                                            | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1500000.00   | 0.04%             | 2031-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                     | PEACEHEALTH OBLIGATED GROUP 4.335% 11/15/2028                                                    | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50287.81     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 3.5% 10/04/2027                                                          | CUSIP: 3130B82L5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $599763.55    | 0.02%             | 2027-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.369%/VAR 10/21/2031                                              | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1601885.90   | 0.05%             | 2031-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.255%/VAR 10/22/2031                                                      | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001170.32   | 0.03%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.352% 09/01/2030                                                            | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200246.85    | 0.01%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.356%/VAR 10/22/2031                                                             | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002154.96   | 0.06%             | 2031-10-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 4.136%/VAR 10/23/2029                                                                | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498850.49   | 0.04%             | 2029-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.625% 10/29/2030                                                              | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $199360.32    | 0.01%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 10/31/2030                                                                      | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40034375.20  | 1.13%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.875% 10/27/2028                                                         | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159576.49    | 0.00%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4% 10/29/2030                                                             | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693707.29    | 0.02%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 3.8% 11/15/2027                                                         | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    850000 | PA      | $848974.11    | 0.02%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.125% 11/15/2030                                                       | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998009.41    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.3% 11/15/2030                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $797743.86    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50000.85     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                                   | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250508.93    | 0.01%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 4.3% 11/03/2030                                                 | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280168.37    | 0.01%             | 2030-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028                                                       | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2080000 | PA      | $2076652.01   | 0.06%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.2% 11/15/2030                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1762164.99   | 0.05%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                                          | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1811708.15   | 0.05%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 3.875% 11/15/2028                                                                   | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011949.16   | 0.06%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.1% 11/15/2030                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907762.99    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.9% 11/05/2028                                                                | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502093.01    | 0.01%             | 2028-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.1% 11/05/2030                                                                | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762931.01    | 0.02%             | 2030-11-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.125% 11/06/2030                                                           | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $442295.66    | 0.01%             | 2030-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3.95% 12/01/2028                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500307.45    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC 4.6% 01/15/2031                                                     | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251692.13    | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 4.6% 11/15/2030                                              | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301969.00    | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003339.65   | 0.03%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.875% 11/15/2030                                                            | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461078.66    | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.35% 01/15/2029                                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180605.59    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 4.2% 03/12/2031                                                     | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150430.40    | 0.00%             | 2031-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 4.45% 01/15/2029                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $401091.77    | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                        | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256039.29    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.343%/VAR 11/14/2031                                                        | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300777.79    | 0.01%             | 2031-11-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.9% 11/20/2028                                                                   | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003866.51   | 0.03%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.1% 11/20/2030                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $803846.38    | 0.02%             | 2030-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031                                             | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502734.66    | 0.01%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                             | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502541.05   | 0.04%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.2% 11/20/2028                                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501258.52    | 0.01%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIV NY REV                                                             | CORNELL UNIV NY REV 4.169% 06/15/2030                                                            | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | MUN               | US        |     85000 | PA      | $85698.00     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH 4.078% 11/15/2028                                                               | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140843.28    | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH 4.294% 11/15/2030                                                               | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $183304.77    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601251.36    | 0.02%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer