# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014749
**Filing Date:** 2023-1
**Character Count:** 591368
**Document Hash:** 253eafe3cc69939474a939286cc96128
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014749.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014749

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 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:** 23556611

**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**<sup>®</sup> **Short-Term Bond Index Fund**

**November 30, 2022**

SDX-NPRT1-0123

1.9884840.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 31.3%** | &nbsp;&nbsp;**Nonconvertible Bonds - 31.3%** | &nbsp;&nbsp;**Nonconvertible Bonds - 31.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 1.4%  |  |  |
| Diversified Telecommunication Services - 0.3% |  |  |
| AT&T, Inc. 2.3% 6/1/27  | 2980000 | 2682013 |
| Telefonica Emisiones S.A.U. 4.103% 3/8/27  | 580000 | 553289 |
| Verizon Communications, Inc.: |  |  |
|  0.75% 3/22/24  | 1600000  | 1521060  |
|  0.85% 11/20/25  | 1600000  | 1435907  |
|  1.45% 3/20/26  | 1239000  | 1120719  |
|  |  | 7312988 |
| Entertainment - 0.1% |  |  |
| Activision Blizzard, Inc. 3.4% 9/15/26  | 350000 | 334860 |
| The Walt Disney Co.: |  |  |
|  1.75% 1/13/26  | 760000  | 698787  |
|  3.35% 3/24/25  | 900000  | 876567  |
|  3.375% 11/15/26  | 310000  | 296397  |
|  |  | 2206611 |
| Interactive Media & Services - 0.2% |  |  |
| Alphabet, Inc.: |  |  |
|  0.45% 8/15/25  | 850000  | 767400  |
|  1.998% 8/15/26  | 650000  | 605124  |
| Baidu, Inc.: |  |  |
|  1.72% 4/9/26  | 1000000  | 887650  |
|  4.375% 5/14/24  | 700000  | 687932  |
| Meta Platforms, Inc. 3.5% 8/15/27 (b) | 1040000 | 977332 |
|  |  | 3925438 |
| Media - 0.6% |  |  |
| Charter Communications Operating LLC/Charter Communications Operating Capital Corp.: |  |  |
|  4.5% 2/1/24  | 980000  | 968786  |
|  4.908% 7/23/25  | 360000  | 354345  |
| Comcast Corp.: |  |  |
|  2.35% 1/15/27  | 270000  | 247588  |
|  3.15% 3/1/26  | 750000  | 717634  |
|  3.375% 2/15/25  | 920000  | 895321  |
|  3.375% 8/15/25  | 940000  | 911337  |
|  3.7% 4/15/24  | 1970000  | 1942141  |
|  3.95% 10/15/25  | 470000  | 461947  |
| Discovery Communications LLC: |  |  |
|  3.25% 4/1/23  | 60000  | 59388  |
|  3.9% 11/15/24  | 100000  | 96360  |
|  4.9% 3/11/26  | 720000  | 699783  |
| Fox Corp. 4.03% 1/25/24  | 650000 | 641328 |
| Grupo Televisa SA de CV 6.625% 3/18/25  | 290000 | 295764 |
| Magallanes, Inc.: |  |  |
|  3.638% 3/15/25 (b) | 700000  | 668389  |
|  3.755% 3/15/27 (b) | 1640000  | 1494504  |
| Paramount Global: |  |  |
|  2.9% 1/15/27  | 190000  | 170332  |
|  4.75% 5/15/25  | 440000  | 435920  |
| TCI Communications, Inc. 7.875% 2/15/26  | 620000 | 678876 |
| TWDC Enterprises 18 Corp.: |  |  |
|  1.85% 7/30/26  | 120000  | 109169  |
|  2.95% 6/15/27  | 820000  | 769427  |
|  3% 2/13/26  | 130000  | 124079  |
|  |  | 12742418 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Rogers Communications, Inc. 3.2% 3/15/27 (b) | 580000 | 541217 |
| T-Mobile U.S.A., Inc.: |  |  |
|  1.5% 2/15/26  | 290000  | 259835  |
|  3.5% 4/15/25  | 1030000  | 997252  |
|  5.375% 4/15/27  | 1020000  | 1013178  |
| Vodafone Group PLC: |  |  |
|  3.75% 1/16/24  | 1170000  | 1157435  |
|  4.125% 5/30/25  | 190000  | 187556  |
|  |  | 4156473 |
| TOTAL COMMUNICATION SERVICES |  | 30343928 |
| CONSUMER DISCRETIONARY - 1.8%  |  |  |
| Auto Components - 0.0% |  |  |
| Magna International, Inc. 4.15% 10/1/25  | 360000 | 353212 |
| Automobiles - 0.7% |  |  |
| American Honda Finance Corp.: |  |  |
|  0.875% 7/7/23  | 1690000  | 1648673  |
|  1% 9/10/25  | 1450000  | 1312822  |
|  1.2% 7/8/25  | 505000  | 461194  |
|  1.5% 1/13/25  | 240000  | 224892  |
|  2.05% 1/10/23  | 160000  | 159554  |
|  2.15% 9/10/24  | 740000  | 705615  |
|  3.55% 1/12/24  | 250000  | 246344  |
| General Motors Co. 4% 4/1/25  | 390000 | 379839 |
| General Motors Financial Co., Inc.: |  |  |
|  1.05% 3/8/24  | 1027000  | 971534  |
|  1.25% 1/8/26  | 1070000  | 937741  |
|  2.7% 8/20/27  | 580000  | 511499  |
|  3.25% 1/5/23  | 50000  | 49913  |
|  3.5% 11/7/24  | 370000  | 357108  |
|  3.95% 4/13/24  | 320000  | 314582  |
|  4% 1/15/25  | 530000  | 515756  |
|  4% 10/6/26  | 640000  | 602545  |
|  4.15% 6/19/23  | 250000  | 248326  |
|  4.25% 5/15/23  | 70000  | 69748  |
|  4.3% 7/13/25  | 840000  | 815700  |
|  5% 4/9/27  | 960000  | 938507  |
|  5.1% 1/17/24  | 1503000  | 1498136  |
|  5.25% 3/1/26  | 590000  | 584509  |
| Stellantis NV 5.25% 4/15/23  | 620000 | 617619 |
| Toyota Motor Corp.: |  |  |
|  0.681% 3/25/24  | 1230000  | 1164676  |
|  1.339% 3/25/26  | 110000  | 99152  |
|  2.358% 7/2/24  | 720000  | 694149  |
|  |  | 16130133 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Expedia, Inc. 5% 2/15/26  | 330000 | 328966 |
| Marriott International, Inc.: |  |  |
|  3.125% 6/15/26  | 190000  | 177827  |
|  3.6% 4/15/24  | 1430000  | 1403075  |
| McDonald's Corp.: |  |  |
|  1.45% 9/1/25  | 110000  | 101596  |
|  3.3% 7/1/25  | 1310000  | 1274101  |
|  3.7% 1/30/26  | 110000  | 107860  |
| Starbucks Corp.: |  |  |
|  2.45% 6/15/26  | 350000  | 327213  |
|  3.1% 3/1/23  | 100000  | 99604  |
|  3.8% 8/15/25  | 583000  | 575234  |
|  |  | 4395476 |
| Household Durables - 0.1% |  |  |
| D.R. Horton, Inc. 1.3% 10/15/26  | 750000 | 644098 |
| Lennar Corp.: |  |  |
|  4.5% 4/30/24  | 400000  | 394208  |
|  4.75% 5/30/25  | 400000  | 392068  |
|  5.875% 11/15/24  | 100000  | 100512  |
|  |  | 1530886 |
| Internet & Direct Marketing Retail - 0.4% |  |  |
| Alibaba Group Holding Ltd. 3.6% 11/28/24  | 2000000 | 1924720 |
| Amazon.com, Inc.: |  |  |
|  0.4% 6/3/23  | 210000  | 205372  |
|  0.8% 6/3/25  | 2158000  | 1980977  |
|  1% 5/12/26  | 1168000  | 1041119  |
|  1.2% 6/3/27  | 1440000  | 1256940  |
|  3.15% 8/22/27  | 1120000  | 1064375  |
| eBay, Inc.: |  |  |
|  1.4% 5/10/26  | 666000  | 594061  |
|  3.45% 8/1/24  | 100000  | 97625  |
|  |  | 8165189 |
| Multiline Retail - 0.1% |  |  |
| Dollar General Corp. 4.625% 11/1/27  | 1000000 | 991952 |
| Kohl's Corp. 9.5% 5/15/25  | 290000 | 300295 |
| Target Corp.: |  |  |
|  2.25% 4/15/25  | 313000  | 297683  |
|  2.5% 4/15/26  | 420000  | 395830  |
|  3.5% 7/1/24  | 570000  | 560900  |
|  |  | 2546660 |
| Specialty Retail - 0.3% |  |  |
| AutoZone, Inc. 3.125% 4/21/26  | 270000 | 256607 |
| Lowe's Companies, Inc. 4% 4/15/25  | 2863000 | 2821698 |
| Ross Stores, Inc. 4.6% 4/15/25  | 450000 | 447950 |
| The Home Depot, Inc.: |  |  |
|  2.125% 9/15/26  | 480000  | 442283  |
|  2.8% 9/14/27  | 1220000  | 1141772  |
|  3% 4/1/26  | 100000  | 95788  |
|  3.35% 9/15/25  | 720000  | 699637  |
|  |  | 5905735 |
| Textiles, Apparel & Luxury Goods - 0.0% |  |  |
| NIKE, Inc.: |  |  |
|  2.4% 3/27/25  | 836000  | 800538  |
|  2.75% 3/27/27  | 550000  | 516911  |
|  |  | 1317449 |
| TOTAL CONSUMER DISCRETIONARY |  | 40344740 |
| CONSUMER STAPLES - 1.3%  |  |  |
| Beverages - 0.3% |  |  |
| Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc. 3.65% 2/1/26  | 780000 | 756893 |
| Constellation Brands, Inc.: |  |  |
|  3.6% 5/9/24  | 960000  | 941096  |
|  3.7% 12/6/26  | 340000  | 326002  |
|  4.75% 11/15/24  | 710000  | 705900  |
| Dr. Pepper Snapple Group, Inc.: |  |  |
|  2.55% 9/15/26  | 110000  | 100876  |
|  3.4% 11/15/25  | 150000  | 145034  |
|  4.417% 5/25/25  | 237000  | 236982  |
| Molson Coors Beverage Co. 3% 7/15/26  | 840000 | 787886 |
| PepsiCo, Inc.: |  |  |
|  2.25% 3/19/25  | 1870000  | 1783681  |
|  2.375% 10/6/26  | 500000  | 469198  |
|  3.6% 3/1/24  | 120000  | 118519  |
| The Coca-Cola Co. 1.75% 9/6/24  | 510000 | 489165 |
|  |  | 6861232 |
| Food & Staples Retailing - 0.3% |  |  |
| Kroger Co.: |  |  |
|  2.65% 10/15/26  | 120000  | 110410  |
|  3.5% 2/1/26  | 200000  | 192146  |
| Sysco Corp. 3.3% 7/15/26  | 590000 | 559618 |
| Walgreens Boots Alliance, Inc.: |  |  |
|  3.45% 6/1/26  | 360000  | 344713  |
|  3.8% 11/18/24  | 910000  | 892750  |
| Walmart, Inc.: |  |  |
|  2.35% 12/15/22  | 41000  | 40976  |
|  2.85% 7/8/24  | 370000  | 360738  |
|  3.05% 7/8/26  | 1150000  | 1112454  |
|  3.4% 6/26/23  | 1740000  | 1726757  |
|  3.55% 6/26/25  | 280000  | 276217  |
|  3.95% 9/9/27  | 800000  | 794959  |
|  |  | 6411738 |
| Food Products - 0.3% |  |  |
| Bunge Ltd. Finance Corp. 3.25% 8/15/26  | 600000 | 562675 |
| Conagra Brands, Inc.: |  |  |
|  4.3% 5/1/24  | 700000  | 691497  |
|  4.6% 11/1/25  | 230000  | 227720  |
| General Mills, Inc. 4% 4/17/25  | 490000 | 482076 |
| Kraft Heinz Foods Co.: |  |  |
|  3% 6/1/26  | 430000  | 404773  |
|  3.875% 5/15/27  | 200000  | 192872  |
| Tyson Foods, Inc.: |  |  |
|  3.55% 6/2/27  | 550000  | 519832  |
|  4% 3/1/26  | 550000  | 535787  |
| Unilever Capital Corp.: |  |  |
|  2% 7/28/26  | 280000  | 256747  |
|  2.6% 5/5/24  | 1280000  | 1243768  |
|  3.1% 7/30/25  | 370000  | 356781  |
|  3.25% 3/7/24  | 900000  | 885121  |
|  |  | 6359649 |
| Household Products - 0.0% |  |  |
| Procter & Gamble Co.: |  |  |
|  0.55% 10/29/25  | 640000  | 574949  |
|  1% 4/23/26  | 550000  | 494113  |
|  |  | 1069062 |
| Tobacco - 0.4% |  |  |
| Altria Group, Inc.: |  |  |
|  2.35% 5/6/25  | 270000  | 253288  |
|  2.625% 9/16/26  | 390000  | 358184  |
|  3.8% 2/14/24  | 690000  | 678222  |
|  4.4% 2/14/26  | 100000  | 98277  |
| BAT Capital Corp.: |  |  |
|  3.215% 9/6/26  | 200000  | 185643  |
|  3.222% 8/15/24  | 1700000  | 1639556  |
|  3.557% 8/15/27  | 1040000  | 948624  |
|  4.7% 4/2/27  | 250000  | 241043  |
| BAT International Finance PLC 1.668% 3/25/26  | 680000 | 602772 |
| Philip Morris International, Inc.: |  |  |
|  1.5% 5/1/25  | 760000  | 703062  |
|  2.875% 5/1/24  | 1810000  | 1755998  |
|  3.125% 8/17/27  | 220000  | 203380  |
|  5.125% 11/17/27  | 600000  | 601269  |
| Reynolds American, Inc. 4.45% 6/12/25  | 650000 | 638301 |
|  |  | 8907619 |
| TOTAL CONSUMER STAPLES |  | 29609300 |
| ENERGY - 2.2%  |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Co. 2.061% 12/15/26  | 270000 | 243150 |
| Oil, Gas & Consumable Fuels - 2.2% |  |  |
| Boardwalk Pipelines LP 4.45% 7/15/27  | 420000 | 401626 |
| Canadian Natural Resources Ltd.: |  |  |
|  2.05% 7/15/25  | 280000  | 261337  |
|  2.95% 1/15/23  | 645000  | 644466  |
|  3.85% 6/1/27  | 590000  | 559281  |
| Cenovus Energy, Inc. 5.375% 7/15/25  | 280000 | 280083 |
| Cheniere Corpus Christi Holdings LLC: |  |  |
|  5.125% 6/30/27  | 340000  | 340460  |
|  5.875% 3/31/25  | 770000  | 773646  |
|  7% 6/30/24  | 240000  | 243336  |
| Chevron Corp.: |  |  |
|  1.141% 5/11/23  | 700000  | 689544  |
|  1.554% 5/11/25  | 1000000  | 934787  |
|  2.895% 3/3/24  | 2510000  | 2458059  |
|  2.954% 5/16/26  | 810000  | 772156  |
|  3.326% 11/17/25  | 250000  | 242494  |
| Chevron U.S.A., Inc. 3.9% 11/15/24  | 110000 | 108575 |
| Columbia Pipeline Group, Inc. 4.5% 6/1/25  | 400000 | 393930 |
| ConocoPhillips Co. 2.4% 3/7/25  | 1200000 | 1140752 |
| DCP Midstream Operating LP: |  |  |
|  5.375% 7/15/25  | 100000  | 98758  |
|  5.625% 7/15/27  | 330000  | 328668  |
| Devon Energy Corp. 5.25% 9/15/24  | 500000 | 500542 |
| Enbridge, Inc.: |  |  |
|  1.6% 10/4/26  | 300000  | 263807  |
|  3.5% 6/10/24  | 220000  | 214238  |
|  3.7% 7/15/27  | 330000  | 311494  |
| Energy Transfer LP: |  |  |
|  2.9% 5/15/25  | 1010000  | 952630  |
|  3.9% 5/15/24 (c) | 2180000  | 2131176  |
|  4.9% 2/1/24  | 1140000  | 1133003  |
|  5.5% 6/1/27  | 100000  | 99823  |
|  5.875% 1/15/24  | 365000  | 366397  |
|  5.95% 12/1/25  | 370000  | 375247  |
| Enterprise Products Operating LP 3.75% 2/15/25  | 370000 | 361656 |
| EOG Resources, Inc. 3.15% 4/1/25  | 1610000 | 1557484 |
| EQT Corp.: |  |  |
|  3.9% 10/1/27  | 250000  | 231428  |
|  5.678% 10/1/25  | 1500000  | 1495890  |
| Equinor ASA: |  |  |
|  2.875% 4/6/25  | 700000  | 673220  |
|  3.7% 3/1/24  | 1000000  | 987424  |
| Exxon Mobil Corp.: |  |  |
|  2.019% 8/16/24  | 3230000  | 3098274  |
|  2.275% 8/16/26  | 650000  | 607197  |
|  2.992% 3/19/25  | 900000  | 871641  |
| Kinder Morgan, Inc. 1.75% 11/15/26  | 610000 | 538713 |
| Marathon Oil Corp. 4.4% 7/15/27  | 390000 | 376946 |
| Marathon Petroleum Corp. 4.7% 5/1/25  | 1675000 | 1660703 |
| MPLX LP 1.75% 3/1/26  | 840000 | 749798 |
| ONEOK, Inc.: |  |  |
|  5.85% 1/15/26  | 520000  | 527262  |
|  7.5% 9/1/23  | 670000  | 677186  |
| Phillips 66 Co.: |  |  |
|  3.55% 10/1/26 (b) | 390000  | 368005  |
|  3.85% 4/9/25  | 1000000  | 977871  |
| Pioneer Natural Resources Co. 1.125% 1/15/26  | 270000 | 241017 |
| Plains All American Pipeline LP/PAA Finance Corp.: |  |  |
|  3.6% 11/1/24  | 920000  | 887474  |
|  4.5% 12/15/26  | 230000  | 221624  |
|  4.65% 10/15/25  | 140000  | 137842  |
| Sabine Pass Liquefaction LLC: |  |  |
|  5% 3/15/27  | 790000  | 779800  |
|  5.625% 3/1/25  | 1050000  | 1052615  |
|  5.875% 6/30/26  | 450000  | 456464  |
| Shell International Finance BV: |  |  |
|  2% 11/7/24  | 700000  | 667747  |
|  2.875% 5/10/26  | 960000  | 914114  |
|  3.25% 5/11/25  | 310000  | 301227  |
|  3.5% 11/13/23  | 2460000  | 2428648  |
| Spectra Energy Partners LP 4.75% 3/15/24  | 1050000 | 1044216 |
| Targa Resources Partners LP/Targa Resources Partners Finance Corp. 6.5% 7/15/27  | 710000 | 713855 |
| The Williams Companies, Inc.: |  |  |
|  3.75% 6/15/27  | 980000  | 926992  |
|  4% 9/15/25  | 760000  | 740960  |
|  4.5% 11/15/23  | 810000  | 803584  |
| Total Capital International SA: |  |  |
|  3.7% 1/15/24  | 190000  | 187779  |
|  3.75% 4/10/24  | 1400000  | 1382516  |
| TransCanada PipeLines Ltd. 4.875% 1/15/26  | 340000 | 337861 |
| Valero Energy Corp. 2.85% 4/15/25  | 1000000 | 951646 |
|  |  | 47958994 |
| TOTAL ENERGY |  | 48202144 |
| FINANCIALS - 13.9%  |  |  |
| Banks - 8.2% |  |  |
| Abbey National PLC 4% 3/13/24  | 100000 | 98497 |
| Banco Santander SA: |  |  |
|  1.722% 9/14/27 (c) | 800000  | 685378  |
|  1.849% 3/25/26  | 1200000  | 1057565  |
|  3.892% 5/24/24  | 1200000  | 1175709  |
|  4.175% 3/24/28 (c) | 600000  | 556086  |
|  5.147% 8/18/25  | 200000  | 198733  |
|  5.179% 11/19/25  | 400000  | 392925  |
|  5.294% 8/18/27  | 400000  | 388147  |
| Bank of America Corp.: |  |  |
|  3 month U.S. LIBOR + 0.640% 2.015% 2/13/26 (c)(d) | 1250000  | 1158361  |
|  0.523% 6/14/24 (c) | 1200000  | 1164568  |
|  0.81% 10/24/24 (c) | 1880000  | 1795848  |
|  0.981% 9/25/25 (c) | 2000000  | 1832058  |
|  1.319% 6/19/26 (c) | 1000000  | 902285  |
|  1.658% 3/11/27 (c) | 820000  | 726600  |
|  1.734% 7/22/27 (c) | 3260000  | 2856494  |
|  2.456% 10/22/25 (c) | 1400000  | 1317273  |
|  3.004% 12/20/23 (c) | 250000  | 249707  |
|  3.458% 3/15/25 (c) | 1500000  | 1460200  |
|  3.593% 7/21/28 (c) | 1120000  | 1038431  |
|  3.864% 7/23/24 (c) | 100000  | 98966  |
|  3.875% 8/1/25  | 2130000  | 2100084  |
|  3.95% 4/21/25  | 580000  | 566844  |
|  4.2% 8/26/24  | 320000  | 315516  |
|  4.25% 10/22/26  | 2030000  | 1987678  |
|  4.376% 4/27/28 (c) | 1900000  | 1824254  |
|  6.204% 11/10/28 (c) | 800000  | 827452  |
| Bank of Montreal: |  |  |
|  0.949% 1/22/27 (c) | 100000  | 88582  |
|  1.25% 9/15/26  | 750000  | 657837  |
|  4.338% 10/5/28 (c) | 1650000  | 1618517  |
|  4.7% 9/14/27  | 420000  | 415593  |
| Bank of Nova Scotia: |  |  |
|  0.55% 9/15/23  | 2000000  | 1932043  |
|  1.3% 9/15/26  | 110000  | 96681  |
|  2.2% 2/3/25  | 350000  | 329715  |
|  3.4% 2/11/24  | 1170000  | 1149835  |
|  4.5% 12/16/25  | 1300000  | 1283769  |
| Barclays PLC: |  |  |
|  2.279% 11/24/27 (c) | 1200000  | 1032138  |
|  2.852% 5/7/26 (c) | 400000  | 368806  |
|  4.338% 5/16/24 (c) | 2400000  | 2377990  |
|  4.375% 9/11/24  | 1220000  | 1188222  |
|  4.375% 1/12/26  | 520000  | 500114  |
|  5.2% 5/12/26  | 200000  | 193918  |
|  5.501% 8/9/28 (c) | 200000  | 193664  |
|  7.385% 11/2/28 (c) | 1000000  | 1034533  |
| BB&T Corp. 3.75% 12/6/23  | 1190000 | 1177969 |
| Canadian Imperial Bank of Commerce: |  |  |
|  0.5% 12/14/23  | 100000  | 95709  |
|  0.95% 6/23/23  | 1500000  | 1467043  |
|  1.25% 6/22/26  | 490000  | 431188  |
|  3.1% 4/2/24  | 1200000  | 1170800  |
|  3.945% 8/4/25  | 530000  | 515574  |
| Capital One NA 3.375% 2/15/23  | 650000 | 647834 |
| Citigroup, Inc.: |  |  |
|  3 month U.S. LIBOR + 1.020% 4.044% 6/1/24 (c)(d) | 210000  | 208308  |
|  1.122% 1/28/27 (c) | 2100000  | 1831804  |
|  1.462% 6/9/27 (c) | 2200000  | 1915062  |
|  3.106% 4/8/26 (c) | 2040000  | 1934998  |
|  3.3% 4/27/25  | 1420000  | 1376260  |
|  3.352% 4/24/25 (c) | 1400000  | 1353835  |
|  3.668% 7/24/28 (c) | 590000  | 546312  |
|  3.887% 1/10/28 (c) | 1130000  | 1065935  |
|  4.4% 6/10/25  | 140000  | 137686  |
|  4.6% 3/9/26  | 750000  | 739425  |
|  5.5% 9/13/25  | 1500000  | 1522360  |
| Comerica, Inc. 3.7% 7/31/23  | 100000 | 99069 |
| Discover Bank 2.45% 9/12/24  | 1150000 | 1086691 |
| Export-Import Bank of Korea: |  |  |
|  0.625% 2/9/26  | 1200000  | 1055105  |
|  2.375% 6/25/24  | 710000  | 681548  |
| Fifth Third Bancorp: |  |  |
|  2.375% 1/28/25  | 1280000  | 1208408  |
|  3.65% 1/25/24  | 450000  | 442945  |
|  6.361% 10/27/28 (c) | 500000  | 517772  |
| HSBC Holdings PLC: |  |  |
|  0.732% 8/17/24 (c) | 800000  | 765850  |
|  0.976% 5/24/25 (c) | 2000000  | 1839791  |
|  2.013% 9/22/28 (c) | 2400000  | 1991731  |
|  2.633% 11/7/25 (c) | 1600000  | 1487553  |
|  2.999% 3/10/26 (c) | 5000000  | 4666324  |
|  4.25% 3/14/24  | 510000  | 501552  |
|  4.25% 8/18/25  | 444000  | 426195  |
|  4.292% 9/12/26 (c) | 300000  | 285799  |
| Huntington National Bank 4.552% 5/17/28 (c) | 590000 | 575419 |
| ING Groep NV: |  |  |
|  1.726% 4/1/27 (c) | 484000  | 427219  |
|  4.017% 3/28/28 (c) | 1240000  | 1157047  |
| Intesa Sanpaolo SpA 5.25% 1/12/24  | 200000 | 197249 |
| Japan Bank International Cooperation: |  |  |
|  1.875% 7/21/26  | 900000  | 819181  |
|  2.5% 5/23/24  | 200000  | 193514  |
| JPMorgan Chase & Co.: |  |  |
|  0.653% 9/16/24 (c) | 2660000  | 2555665  |
|  0.768% 8/9/25 (c) | 2100000  | 1937433  |
|  0.824% 6/1/25 (c) | 1000000  | 929991  |
|  1.04% 2/4/27 (c) | 1500000  | 1307219  |
|  1.045% 11/19/26 (c) | 470000  | 414604  |
|  1.47% 9/22/27 (c) | 690000  | 598928  |
|  1.578% 4/22/27 (c) | 3211000  | 2834998  |
|  2.083% 4/22/26 (c) | 1500000  | 1393521  |
|  2.301% 10/15/25 (c) | 1200000  | 1132483  |
|  3.2% 1/25/23  | 47000  | 46909  |
|  3.2% 6/15/26  | 150000  | 142696  |
|  3.22% 3/1/25 (c) | 730000  | 710728  |
|  3.559% 4/23/24 (c) | 100000  | 99303  |
|  3.797% 7/23/24 (c) | 860000  | 850916  |
|  4.125% 12/15/26  | 460000  | 449326  |
|  4.323% 4/26/28 (c) | 3000000  | 2875159  |
|  4.851% 7/25/28 (c) | 1050000  | 1028055  |
| KeyBank NA 3.3% 6/1/25  | 1200000 | 1156310 |
| Korea Development Bank 0.4% 6/19/24  | 2200000 | 2053326 |
| Lloyds Banking Group PLC: |  |  |
|  0.695% 5/11/24 (c) | 650000  | 634324  |
|  1.627% 5/11/27 (c) | 210000  | 180958  |
|  2.438% 2/5/26 (c) | 200000  | 184976  |
|  3.75% 3/18/28 (c) | 300000  | 274029  |
|  3.9% 3/12/24  | 200000  | 196228  |
|  4.05% 8/16/23  | 1540000  | 1525922  |
|  4.5% 11/4/24  | 2290000  | 2234330  |
|  4.65% 3/24/26  | 330000  | 313796  |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
|  1.412% 7/17/25  | 730000  | 661424  |
|  1.538% 7/20/27 (c) | 900000  | 782765  |
|  2.757% 9/13/26  | 1110000  | 1017296  |
|  2.801% 7/18/24  | 3500000  | 3360875  |
|  3.407% 3/7/24  | 270000  | 264406  |
|  3.455% 3/2/23  | 900000  | 896709  |
|  5.017% 7/20/28 (c) | 1050000  | 1029286  |
| Mizuho Financial Group, Inc.: |  |  |
|  0.849% 9/8/24 (c) | 1708000  | 1640835  |
|  1.234% 5/22/27 (c) | 210000  | 181659  |
|  1.241% 7/10/24 (c) | 880000  | 855012  |
|  1.554% 7/9/27 (c) | 743000  | 647012  |
|  2.226% 5/25/26 (c) | 200000  | 183912  |
|  2.839% 7/16/25 (c) | 200000  | 190371  |
| National Australia Bank Ltd. 3.905% 6/9/27  | 1140000 | 1101718 |
| NatWest Group PLC: |  |  |
|  2.359% 5/22/24 (c) | 1186000  | 1163283  |
|  3.073% 5/22/28 (c) | 500000  | 442643  |
|  3.875% 9/12/23  | 425000  | 419875  |
|  4.269% 3/22/25 (c) | 200000  | 194607  |
|  4.519% 6/25/24 (c) | 400000  | 395820  |
|  4.8% 4/5/26  | 990000  | 964864  |
|  5.125% 5/28/24  | 490000  | 484105  |
|  5.516% 9/30/28 (c) | 200000  | 196475  |
| Oesterreichische Kontrollbank AG: |  |  |
|  0.375% 9/17/25  | 583000  | 523889  |
|  3.125% 11/7/23  | 230000  | 226393  |
| PNC Bank NA 3.25% 6/1/25  | 1040000 | 1004978 |
| PNC Financial Services Group, Inc.: |  |  |
|  1.15% 8/13/26  | 900000  | 790055  |
|  2.2% 11/1/24  | 560000  | 533001  |
|  5.354% 12/2/28 (c) | 160000  | 161187  |
| Rabobank Nederland 4.375% 8/4/25  | 360000 | 349846 |
| Rabobank Nederland New York Branch 0.375% 1/12/24  | 1700000 | 1616208 |
| Royal Bank of Canada: |  |  |
|  0.875% 1/20/26  | 2060000  | 1830538  |
|  1.2% 4/27/26  | 500000  | 445332  |
|  2.05% 1/21/27  | 600000  | 535032  |
|  2.55% 7/16/24  | 1190000  | 1144981  |
|  3.625% 5/4/27  | 520000  | 493564  |
|  3.7% 10/5/23  | 560000  | 554774  |
| Santander Holdings U.S.A., Inc.: |  |  |
|  2.49% 1/6/28 (c) | 500000  | 433903  |
|  3.4% 1/18/23  | 420000  | 419565  |
|  3.5% 6/7/24  | 210000  | 203765  |
|  4.5% 7/17/25  | 1270000  | 1244076  |
| Santander UK Group Holdings PLC: |  |  |
|  1.089% 3/15/25 (c) | 400000  | 371140  |
|  1.532% 8/21/26 (c) | 540000  | 474289  |
|  1.673% 6/14/27 (c) | 420000  | 356221  |
| Sumitomo Mitsui Financial Group, Inc.: |  |  |
|  1.474% 7/8/25  | 1500000  | 1367499  |
|  2.174% 1/14/27  | 1400000  | 1243055  |
|  2.348% 1/15/25  | 800000  | 755358  |
|  2.632% 7/14/26  | 1520000  | 1398814  |
|  3.01% 10/19/26  | 240000  | 222320  |
|  3.748% 7/19/23  | 115000  | 113914  |
|  3.936% 10/16/23  | 1740000  | 1720158  |
| SVB Financial Group: |  |  |
|  1.8% 10/28/26  | 360000  | 312716  |
|  4.345% 4/29/28 (c) | 120000  | 113142  |
| Synchrony Bank 5.625% 8/23/27  | 500000 | 484050 |
| The Toronto-Dominion Bank: |  |  |
|  0.55% 3/4/24  | 4440000  | 4204897  |
|  0.75% 1/6/26  | 520000  | 458945  |
|  1.2% 6/3/26  | 390000  | 344503  |
|  2.65% 6/12/24  | 1550000  | 1498995  |
|  3.25% 3/11/24  | 280000  | 274242  |
|  3.625% 9/15/31 (c) | 630000  | 579599  |
|  4.108% 6/8/27  | 520000  | 502134  |
| Truist Financial Corp.: |  |  |
|  1.2% 8/5/25  | 1100000  | 998157  |
|  1.267% 3/2/27 (c) | 937000  | 831113  |
| U.S. Bancorp: |  |  |
|  2.375% 7/22/26  | 380000  | 351499  |
|  3.6% 9/11/24  | 1360000  | 1337663  |
|  3.7% 1/30/24  | 610000  | 602921  |
|  3.95% 11/17/25  | 2530000  | 2481496  |
|  5.727% 10/21/26 (c) | 1000000  | 1021687  |
| Wells Fargo & Co.: |  |  |
|  0.805% 5/19/25 (c) | 2500000  | 2330075  |
|  2.188% 4/30/26 (c) | 510000  | 475011  |
|  2.393% 6/2/28 (c) | 2160000  | 1910051  |
|  2.406% 10/30/25 (c) | 1390000  | 1309961  |
|  3% 2/19/25  | 600000  | 577547  |
|  3% 10/23/26  | 100000  | 93391  |
|  3.196% 6/17/27 (c) | 2580000  | 2401619  |
|  3.55% 9/29/25  | 1350000  | 1308001  |
|  3.584% 5/22/28 (c) | 600000  | 556738  |
|  3.75% 1/24/24  | 960000  | 946730  |
|  3.908% 4/25/26 (c) | 1200000  | 1162700  |
|  4.1% 6/3/26  | 460000  | 447340  |
|  4.54% 8/15/26 (c) | 2000000  | 1959469  |
| Westpac Banking Corp.: |  |  |
|  2.85% 5/13/26  | 330000  | 311369  |
|  2.894% 2/4/30 (c) | 630000  | 573057  |
|  3.3% 2/26/24  | 2690000  | 2649146  |
|  3.35% 3/8/27  | 360000  | 341904  |
|  3.65% 5/15/23  | 60000  | 59666  |
|  4.043% 8/26/27  | 560000  | 545594  |
|  4.322% 11/23/31 (c) | 720000  | 657387  |
|  |  | 182487135 |
| Capital Markets - 2.6% |  |  |
| Ameriprise Financial, Inc. 3% 4/2/25  | 820000 | 787415 |
| Ares Capital Corp.: |  |  |
|  2.15% 7/15/26  | 100000  | 85270  |
|  3.25% 7/15/25  | 150000  | 137201  |
|  3.875% 1/15/26  | 800000  | 735644  |
|  4.2% 6/10/24  | 1550000  | 1502591  |
| Bank of New York Mellon Corp.: |  |  |
|  0.35% 12/7/23  | 2700000  | 2580157  |
|  0.75% 1/28/26  | 540000  | 480212  |
|  3.4% 5/15/24  | 730000  | 716201  |
|  3.65% 2/4/24  | 2550000  | 2515624  |
|  4.414% 7/24/26 (c) | 2000000  | 1971744  |
| BlackRock, Inc. 3.5% 3/18/24  | 410000 | 404192 |
| Charles Schwab Corp.: |  |  |
|  0.75% 3/18/24  | 686000  | 651519  |
|  0.9% 3/11/26  | 940000  | 837894  |
|  2.45% 3/3/27  | 1020000  | 935744  |
|  3.55% 2/1/24  | 450000  | 443417  |
|  3.85% 5/21/25  | 1100000  | 1081198  |
| CME Group, Inc. 3% 3/15/25  | 310000 | 299964 |
| Credit Suisse AG: |  |  |
|  0.495% 2/2/24  | 1200000  | 1096090  |
|  1.25% 8/7/26  | 430000  | 340871  |
|  2.95% 4/9/25  | 1500000  | 1334711  |
|  5% 7/9/27  | 520000  | 462875  |
| Credit Suisse Group AG: |  |  |
|  3.75% 3/26/25  | 400000  | 354572  |
|  4.55% 4/17/26  | 920000  | 799566  |
| Deutsche Bank AG 4.5% 4/1/25  | 500000 | 474089 |
| Deutsche Bank AG London Branch 3.7% 5/30/24  | 930000 | 910742 |
| Deutsche Bank AG New York Branch: |  |  |
|  1.686% 3/19/26  | 400000  | 355249  |
|  2.129% 11/24/26 (c) | 1400000  | 1225322  |
|  2.311% 11/16/27 (c) | 800000  | 668242  |
|  2.552% 1/7/28 (c) | 390000  | 327420  |
|  3.95% 2/27/23  | 200000  | 198936  |
|  6.119% 7/14/26 (c) | 170000  | 166971  |
| Franklin Resources, Inc. 2.85% 3/30/25  | 160000 | 153283 |
| GE Capital Funding LLC 3.45% 5/15/25  | 330000 | 318313 |
| Goldman Sachs Group, Inc.: |  |  |
|  0.855% 2/12/26 (c) | 550000  | 495259  |
|  1.093% 12/9/26 (c) | 1400000  | 1233313  |
|  1.431% 3/9/27 (c) | 1660000  | 1459623  |
|  1.948% 10/21/27 (c) | 3320000  | 2906472  |
|  3.2% 2/23/23  | 200000  | 199280  |
|  3.272% 9/29/25 (c) | 800000  | 770176  |
|  3.615% 3/15/28 (c) | 890000  | 827729  |
|  3.625% 2/20/24  | 440000  | 432552  |
|  3.691% 6/5/28 (c) | 500000  | 467618  |
|  3.75% 2/25/26  | 1170000  | 1132208  |
|  4.25% 10/21/25  | 370000  | 362776  |
|  4.482% 8/23/28 (c) | 1640000  | 1574471  |
| Intercontinental Exchange, Inc. 3.1% 9/15/27  | 1060000 | 991969 |
| Jefferies Financial Group, Inc. 4.85% 1/15/27  | 300000 | 290357 |
| Moody's Corp. 3.75% 3/24/25  | 450000 | 438497 |
| Morgan Stanley: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.460% 4.2668% 11/10/23 (c)(d) | 500000  | 497773  |
|  0.864% 10/21/25 (c) | 2300000  | 2098956  |
|  0.985% 12/10/26 (c) | 1600000  | 1403228  |
|  1.512% 7/20/27 (c) | 4650000  | 4046047  |
|  1.593% 5/4/27 (c) | 1300000  | 1145276  |
|  2.72% 7/22/25 (c) | 1040000  | 992148  |
|  3.591% 7/22/28 (c) | 1350000  | 1246082  |
|  4.35% 9/8/26  | 120000  | 116832  |
|  5% 11/24/25  | 1248000  | 1250915  |
|  6.25% 8/9/26  | 140000  | 146792  |
| NASDAQ, Inc. 3.85% 6/30/26  | 270000 | 261506 |
| Nomura Holdings, Inc.: |  |  |
|  1.653% 7/14/26  | 1160000  | 1011759  |
|  1.851% 7/16/25  | 1000000  | 913285  |
|  5.386% 7/6/27  | 240000  | 237167  |
| S&P Global, Inc. 2.45% 3/1/27 (b) | 650000 | 597729 |
| State Street Corp.: |  |  |
|  1.684% 11/18/27 (c) | 450000  | 397727  |
|  3.3% 12/16/24  | 1790000  | 1749193  |
|  3.776% 12/3/24 (c) | 1290000  | 1274538  |
|  |  | 58322492 |
| Consumer Finance - 1.5% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust: |  |  |
|  1.65% 10/29/24  | 300000  | 276050  |
|  1.75% 1/30/26  | 150000  | 132339  |
|  2.45% 10/29/26  | 2512000  | 2208790  |
|  2.875% 8/14/24  | 750000  | 709863  |
|  3.3% 1/23/23  | 300000  | 299096  |
|  3.65% 7/21/27  | 150000  | 135719  |
|  4.125% 7/3/23  | 390000  | 386496  |
|  4.45% 10/1/25  | 440000  | 422222  |
|  4.5% 9/15/23  | 288000  | 284434  |
| Ally Financial, Inc.: |  |  |
|  1.45% 10/2/23  | 400000  | 386270  |
|  3.05% 6/5/23  | 1000000  | 986618  |
|  5.125% 9/30/24  | 330000  | 327394  |
|  5.8% 5/1/25  | 1900000  | 1907842  |
| American Express Co.: |  |  |
|  2.5% 7/30/24  | 3102000  | 2991060  |
|  3.3% 5/3/27  | 540000  | 505313  |
|  3.375% 5/3/24  | 2160000  | 2117463  |
|  3.4% 2/22/24  | 200000  | 196750  |
|  3.95% 8/1/25  | 1500000  | 1468894  |
| Capital One Financial Corp.: |  |  |
|  3.3% 10/30/24  | 440000  | 426014  |
|  3.75% 7/28/26  | 340000  | 321609  |
|  3.9% 1/29/24  | 1270000  | 1251733  |
|  4.2% 10/29/25  | 640000  | 620589  |
|  4.927% 5/10/28 (c) | 1660000  | 1592454  |
| Discover Financial Services 4.5% 1/30/26  | 100000 | 96264 |
| Ford Motor Credit Co. LLC 3.81% 1/9/24  | 200000 | 195256 |
| GE Capital International Funding Co. 3.373% 11/15/25  | 550000 | 527476 |
| John Deere Capital Corp.: |  |  |
|  0.625% 9/10/24  | 2000000  | 1865457  |
|  2.35% 3/8/27  | 1260000  | 1153761  |
|  2.8% 9/8/27  | 1000000  | 924025  |
|  3.65% 10/12/23  | 450000  | 445720  |
| Synchrony Financial: |  |  |
|  3.7% 8/4/26  | 220000  | 200539  |
|  4.5% 7/23/25  | 448000  | 428935  |
| Toyota Motor Credit Corp.: |  |  |
|  0.5% 8/14/23  | 1730000  | 1678032  |
|  0.8% 10/16/25  | 560000  | 502736  |
|  0.8% 1/9/26  | 1120000  | 999904  |
|  1.8% 2/13/25  | 100000  | 94197  |
|  2.9% 3/30/23  | 510000  | 507031  |
|  3% 4/1/25  | 860000  | 828751  |
|  3.95% 6/30/25  | 1500000  | 1474134  |
|  5.4% 11/10/25  | 1500000  | 1525306  |
|  |  | 33402536 |
| Diversified Financial Services - 1.1% |  |  |
| AB Svensk Exportkredit 0.25% 9/29/23  | 2834000 | 2728884 |
| Berkshire Hathaway, Inc. 3.125% 3/15/26  | 1120000 | 1080920 |
| Blackstone Private Credit Fund: |  |  |
|  2.625% 12/15/26  | 200000  | 169947  |
|  2.7% 1/15/25  | 960000  | 892889  |
|  3.25% 3/15/27  | 110000  | 94794  |
|  4.7% 3/24/25  | 1000000  | 977327  |
| BP Capital Markets America, Inc.: |  |  |
|  3.017% 1/16/27  | 1060000  | 996525  |
|  3.41% 2/11/26  | 790000  | 763740  |
| Brixmor Operating Partnership LP: |  |  |
|  3.9% 3/15/27  | 170000  | 155874  |
|  4.125% 6/15/26  | 500000  | 469682  |
| DH Europe Finance II SARL 2.2% 11/15/24  | 700000 | 665285 |
| Jackson Financial, Inc. 5.17% 6/8/27  | 180000 | 176395 |
| KfW: |  |  |
|  0.25% 10/19/23  | 7000000  | 6728750  |
|  0.375% 7/18/25  | 1650000  | 1493523  |
|  2.5% 11/20/24  | 1590000  | 1529641  |
|  2.625% 2/28/24  | 2000000  | 1952440  |
| Landwirtschaftliche Rentenbank 3.125% 11/14/23  | 3350000 | 3297141 |
| Voya Financial, Inc. 5.65% 5/15/53 (c) | 310000 | 302514 |
|  |  | 24476271 |
| Insurance - 0.5% |  |  |
| ACE INA Holdings, Inc.: |  |  |
|  3.35% 5/15/24  | 880000  | 863035  |
|  3.35% 5/3/26  | 620000  | 599352  |
| Allstate Corp.: |  |  |
|  0.75% 12/15/25  | 590000  | 521948  |
|  3.15% 6/15/23  | 100000  | 99096  |
|  5.75% 8/15/53 (c) | 320000  | 294880  |
| American International Group, Inc.: |  |  |
|  2.5% 6/30/25  | 1700000  | 1605177  |
|  4.125% 2/15/24  | 620000  | 612464  |
| Aon PLC 3.875% 12/15/25  | 570000 | 554002 |
| Brighthouse Financial, Inc. 3.7% 6/22/27  | 300000 | 278815 |
| Manulife Financial Corp.: |  |  |
|  ICE USD Swap Rate 11am NY 5Y + 1.640% 4.061% 2/24/32 (c)(d) | 230000  | 204485  |
|  2.484% 5/19/27  | 520000  | 469607  |
| Marsh & McLennan Companies, Inc.: |  |  |
|  3.5% 3/10/25  | 1140000  | 1110846  |
|  3.875% 3/15/24  | 732000  | 722067  |
| MetLife, Inc.: |  |  |
|  3.6% 4/10/24  | 200000  | 196774  |
|  4.368% 9/15/23 (c) | 1260000  | 1256791  |
| Pricoa Global Funding I 5.625% 6/15/43 (c) | 1030000 | 1021400 |
| Progressive Corp. 2.5% 3/15/27  | 350000 | 321805 |
| Prudential Financial, Inc. 1.5% 3/10/26  | 160000 | 144854 |
| Willis Group North America, Inc. 4.65% 6/15/27  | 300000 | 291360 |
|  |  | 11168758 |
| Thrifts & Mortgage Finance - 0.0% |  |  |
| Delta Air Lines Pass Through Trust 3.204% 10/25/25  | 170000 | 163896 |
| TOTAL FINANCIALS |  | 310021088 |
| HEALTH CARE - 2.5%  |  |  |
| Biotechnology - 0.5% |  |  |
| AbbVie, Inc.: |  |  |
|  2.6% 11/21/24  | 1010000  | 967424  |
|  3.2% 5/14/26  | 100000  | 95058  |
|  3.75% 11/14/23  | 2230000  | 2201231  |
|  3.8% 3/15/25  | 800000  | 782670  |
|  3.85% 6/15/24  | 1845000  | 1819058  |
| Amgen, Inc.: |  |  |
|  1.9% 2/21/25  | 600000  | 565656  |
|  3.625% 5/22/24  | 730000  | 718337  |
| Gilead Sciences, Inc.: |  |  |
|  0.75% 9/29/23  | 2160000  | 2084633  |
|  2.95% 3/1/27  | 110000  | 102725  |
|  3.5% 2/1/25  | 2490000  | 2431517  |
|  3.65% 3/1/26  | 210000  | 203300  |
|  |  | 11971609 |
| Health Care Equipment & Supplies - 0.4% |  |  |
| Abbott Laboratories: |  |  |
|  2.95% 3/15/25  | 850000  | 823973  |
|  3.875% 9/15/25  | 670000  | 659790  |
| Baxter International, Inc. 1.915% 2/1/27  | 1200000 | 1069367 |
| Becton, Dickinson & Co.: |  |  |
|  3.363% 6/6/24  | 993000  | 969855  |
|  3.7% 6/6/27  | 610000  | 582669  |
| Boston Scientific Corp. 3.45% 3/1/24  | 1498000 | 1471186 |
| GE Healthcare Holding LLC 5.65% 11/15/27 (b) | 500000 | 509924 |
| Stryker Corp.: |  |  |
|  1.15% 6/15/25  | 1090000  | 997371  |
|  3.375% 5/15/24  | 540000  | 527953  |
| Zimmer Biomet Holdings, Inc.: |  |  |
|  3.05% 1/15/26  | 250000  | 236798  |
|  3.55% 4/1/25  | 870000  | 840940  |
|  |  | 8689826 |
| Health Care Providers & Services - 0.8% |  |  |
| Aetna, Inc. 3.5% 11/15/24  | 980000 | 955405 |
| Cardinal Health, Inc. 3.41% 6/15/27  | 730000 | 686079 |
| Cigna Corp.: |  |  |
|  1.25% 3/15/26  | 1280000  | 1146186  |
|  3.25% 4/15/25  | 800000  | 773512  |
|  3.75% 7/15/23  | 707000  | 702090  |
|  4.5% 2/25/26  | 130000  | 129429  |
| CVS Health Corp.: |  |  |
|  1.3% 8/21/27  | 1080000  | 925937  |
|  2.625% 8/15/24  | 224000  | 216359  |
|  2.875% 6/1/26  | 530000  | 498652  |
|  3% 8/15/26  | 560000  | 526414  |
|  3.375% 8/12/24  | 1310000  | 1280134  |
| Elevance Health, Inc.: |  |  |
|  2.375% 1/15/25  | 1560000  | 1486538  |
|  2.95% 12/1/22  | 25000  | 25000  |
| HCA Holdings, Inc.: |  |  |
|  4.5% 2/15/27  | 820000  | 788299  |
|  5.25% 4/15/25  | 700000  | 698563  |
|  5.25% 6/15/26  | 1730000  | 1716274  |
|  5.375% 9/1/26  | 260000  | 258508  |
| Humana, Inc. 1.35% 2/3/27  | 1115000 | 961912 |
| Sabra Health Care LP 5.125% 8/15/26  | 210000 | 198166 |
| UnitedHealth Group, Inc.: |  |  |
|  1.15% 5/15/26  | 886000  | 797403  |
|  2.375% 8/15/24  | 400000  | 385173  |
|  3.5% 6/15/23  | 200000  | 198838  |
|  5.25% 2/15/28  | 1250000  | 1285810  |
| Universal Health Services, Inc. 1.65% 9/1/26 (b) | 270000 | 231742 |
|  |  | 16872423 |
| Life Sciences Tools & Services - 0.0% |  |  |
| PerkinElmer, Inc. 0.85% 9/15/24  | 200000 | 184821 |
| Pharmaceuticals - 0.8% |  |  |
| AstraZeneca Finance LLC 1.2% 5/28/26  | 2000000 | 1786273 |
| AstraZeneca PLC 3.5% 8/17/23  | 510000 | 505246 |
| Bristol-Myers Squibb Co.: |  |  |
|  0.75% 11/13/25  | 1100000  | 991760  |
|  2.9% 7/26/24  | 1700000  | 1653434  |
|  3.2% 6/15/26  | 296000  | 284323  |
| GlaxoSmithKline Capital PLC 3% 6/1/24  | 240000 | 234360 |
| GlaxoSmithKline Capital, Inc. 3.625% 5/15/25  | 1000000 | 980419 |
| GSK Consumer Healthcare Capital U.S. LLC 3.375% 3/24/27  | 1230000 | 1148341 |
| Johnson & Johnson: |  |  |
|  0.55% 9/1/25  | 1000000  | 908859  |
|  0.95% 9/1/27  | 580000  | 504386  |
|  2.45% 3/1/26  | 640000  | 607289  |
|  2.625% 1/15/25  | 700000  | 675263  |
| Merck & Co., Inc. 1.7% 6/10/27  | 2000000 | 1790829 |
| Novartis Capital Corp.: |  |  |
|  1.75% 2/14/25  | 200000  | 189347  |
|  3% 11/20/25  | 1010000  | 974515  |
|  3.1% 5/17/27  | 120000  | 114886  |
|  3.4% 5/6/24  | 385000  | 378989  |
| Pfizer, Inc.: |  |  |
|  2.75% 6/3/26  | 620000  | 589297  |
|  2.95% 3/15/24  | 720000  | 706829  |
|  3% 12/15/26  | 110000  | 105084  |
|  3.2% 9/15/23  | 700000  | 691830  |
| Shire Acquisitions Investments Ireland DAC: |  |  |
|  2.875% 9/23/23  | 684000  | 670996  |
|  3.2% 9/23/26  | 480000  | 452265  |
| Utah Acquisition Sub, Inc. 3.95% 6/15/26  | 1260000 | 1180851 |
| Viatris, Inc. 1.65% 6/22/25  | 240000 | 217258 |
|  |  | 18342929 |
| TOTAL HEALTH CARE |  | 56061608 |
| INDUSTRIALS - 1.9%  |  |  |
| Aerospace & Defense - 0.6% |  |  |
| General Dynamics Corp.: |  |  |
|  2.125% 8/15/26  | 180000  | 165908  |
|  2.375% 11/15/24  | 290000  | 276972  |
|  3.25% 4/1/25  | 120000  | 116657  |
|  3.5% 5/15/25  | 820000  | 802569  |
| Huntington Ingalls Industries, Inc. 3.844% 5/1/25  | 210000 | 202540 |
| Lockheed Martin Corp. 3.55% 1/15/26  | 376000 | 367458 |
| Northrop Grumman Corp. 2.93% 1/15/25  | 1460000 | 1403877 |
| Raytheon Technologies Corp.: |  |  |
|  3.5% 3/15/27  | 1010000  | 949756  |
|  3.65% 8/16/23  | 18000  | 17815  |
|  3.95% 8/16/25  | 1320000  | 1298093  |
| The Boeing Co.: |  |  |
|  1.95% 2/1/24  | 1320000  | 1269970  |
|  2.196% 2/4/26  | 2740000  | 2490702  |
|  2.75% 2/1/26  | 350000  | 323992  |
|  2.8% 3/1/23  | 60000  | 59647  |
|  2.85% 10/30/24  | 950000  | 911839  |
|  3.1% 5/1/26  | 100000  | 93227  |
|  4.508% 5/1/23  | 310000  | 308880  |
|  4.875% 5/1/25  | 1790000  | 1773397  |
|  |  | 12833299 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp. 3.25% 4/1/26  | 310000 | 295919 |
| United Parcel Service, Inc.: |  |  |
|  2.4% 11/15/26  | 210000  | 194987  |
|  2.5% 4/1/23  | 800000  | 793996  |
|  2.8% 11/15/24  | 130000  | 125621  |
|  3.9% 4/1/25  | 420000  | 414398  |
|  |  | 1824921 |
| Airlines - 0.1% |  |  |
| Southwest Airlines Co.: |  |  |
|  5.125% 6/15/27  | 660000  | 664031  |
|  5.25% 5/4/25  | 980000  | 985488  |
| United Airlines 2020-1 Class B Pass Through Trust 4.875% 7/15/27  | 243840 | 230718 |
|  |  | 1880237 |
| Building Products - 0.0% |  |  |
| Carrier Global Corp. 2.242% 2/15/25  | 1362000 | 1284776 |
| Owens Corning 3.4% 8/15/26  | 260000 | 243125 |
|  |  | 1527901 |
| Commercial Services & Supplies - 0.1% |  |  |
| FMS Wertmanagement AoeR 2.75% 1/30/24  | 200000 | 195652 |
| Republic Services, Inc.: |  |  |
|  2.5% 8/15/24  | 100000  | 95864  |
|  2.9% 7/1/26  | 530000  | 495851  |
|  3.2% 3/15/25  | 130000  | 124906  |
| Waste Management, Inc.: |  |  |
|  0.75% 11/15/25  | 290000  | 259589  |
|  2.4% 5/15/23  | 390000  | 385546  |
|  |  | 1557408 |
| Electrical Equipment - 0.0% |  |  |
| Hubbell, Inc. 3.35% 3/1/26  | 110000 | 104986 |
| Industrial Conglomerates - 0.1% |  |  |
| 3M Co.: |  |  |
|  2.25% 9/19/26  | 250000  | 231534  |
|  2.65% 4/15/25  | 55000  | 52697  |
| Honeywell International, Inc.: |  |  |
|  1.1% 3/1/27  | 330000  | 287745  |
|  1.35% 6/1/25  | 1100000  | 1019769  |
|  2.3% 8/15/24  | 110000  | 106036  |
|  2.5% 11/1/26  | 410000  | 383511  |
|  |  | 2081292 |
| Machinery - 0.4% |  |  |
| Caterpillar Financial Services Corp.: |  |  |
|  0.45% 9/14/23  | 400000  | 387137  |
|  0.95% 1/10/24  | 100000  | 96009  |
|  1.1% 9/14/27  | 680000  | 584644  |
|  1.15% 9/14/26  | 420000  | 372942  |
|  1.45% 5/15/25  | 1120000  | 1040970  |
|  1.7% 1/8/27  | 370000  | 331667  |
|  2.85% 5/17/24  | 1180000  | 1149362  |
|  3.25% 12/1/24  | 860000  | 835993  |
|  3.45% 5/15/23  | 130000  | 129161  |
| Caterpillar, Inc. 3.4% 5/15/24  | 750000 | 738035 |
| Deere & Co. 2.75% 4/15/25  | 460000 | 442317 |
| Illinois Tool Works, Inc. 3.5% 3/1/24  | 290000 | 286200 |
| Ingersoll-Rand Luxembourg Finance SA 3.5% 3/21/26  | 310000 | 293414 |
| Otis Worldwide Corp. 2.056% 4/5/25  | 550000 | 515250 |
| Parker Hannifin Corp.: |  |  |
|  2.7% 6/14/24  | 440000  | 422889  |
|  4.25% 9/15/27  | 800000  | 775861  |
| Stanley Black & Decker, Inc. 3.4% 3/1/26  | 610000 | 585058 |
| Westinghouse Air Brake Tech Co.: |  |  |
|  3.2% 6/15/25  | 410000  | 384827  |
|  3.45% 11/15/26  | 280000  | 259429  |
|  4.4% 3/15/24  | 100000  | 98374  |
|  |  | 9729539 |
| Professional Services - 0.0% |  |  |
| Leidos, Inc.: |  |  |
|  2.95% 5/15/23  | 210000  | 207819  |
|  3.625% 5/15/25  | 210000  | 202391  |
| Thomson Reuters Corp. 3.35% 5/15/26  | 260000 | 247259 |
|  |  | 657469 |
| Road & Rail - 0.3% |  |  |
| Burlington Northern Santa Fe LLC: |  |  |
|  3% 3/15/23  | 890000  | 885131  |
|  3.25% 6/15/27  | 100000  | 95136  |
|  3.4% 9/1/24  | 970000  | 947668  |
|  3.85% 9/1/23  | 730000  | 725314  |
| Canadian National Railway Co. 2.75% 3/1/26  | 100000 | 94522 |
| Canadian Pacific Railway Co. 1.75% 12/2/26  | 1133000 | 1012520 |
| CSX Corp. 3.35% 11/1/25  | 760000 | 732815 |
| Norfolk Southern Corp. 2.9% 6/15/26  | 490000 | 461144 |
| Union Pacific Corp.: |  |  |
|  2.15% 2/5/27  | 100000  | 91218  |
|  2.75% 4/15/23  | 50000  | 49596  |
|  2.75% 3/1/26  | 740000  | 705328  |
|  3.75% 3/15/24  | 410000  | 404391  |
|  3.75% 7/15/25  | 120000  | 117946  |
|  |  | 6322729 |
| Trading Companies & Distributors - 0.2% |  |  |
| Air Lease Corp.: |  |  |
|  0.7% 2/15/24  | 570000  | 536791  |
|  2.2% 1/15/27  | 280000  | 244297  |
|  2.75% 1/15/23  | 100000  | 99614  |
|  3.375% 7/1/25  | 2230000  | 2104405  |
|  3.625% 4/1/27  | 180000  | 165240  |
|  3.875% 7/3/23  | 230000  | 227661  |
|  4.25% 2/1/24  | 670000  | 658129  |
|  |  | 4036137 |
| TOTAL INDUSTRIALS |  | 42555918 |
| INFORMATION TECHNOLOGY - 3.0%  |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems, Inc.: |  |  |
|  2.95% 2/28/26  | 670000  | 643281  |
|  3.625% 3/4/24  | 1490000  | 1473719  |
|  |  | 2117000 |
| Electronic Equipment & Components - 0.2% |  |  |
| Dell International LLC/EMC Corp.: |  |  |
|  4% 7/15/24  | 710000  | 696438  |
|  5.45% 6/15/23  | 169000  | 169099  |
|  5.85% 7/15/25  | 2110000  | 2143157  |
|  6.02% 6/15/26  | 630000  | 643391  |
|  6.1% 7/15/27  | 480000  | 493175  |
| Flex Ltd.: |  |  |
|  3.75% 2/1/26  | 280000  | 263978  |
|  4.75% 6/15/25  | 100000  | 98170  |
| Teledyne Technologies, Inc. 1.6% 4/1/26  | 180000 | 160207 |
| Vontier Corp. 1.8% 4/1/26  | 210000 | 177055 |
|  |  | 4844670 |
| IT Services - 0.8% |  |  |
| Automatic Data Processing, Inc. 3.375% 9/15/25  | 420000 | 408473 |
| CDW LLC/CDW Finance Corp.: |  |  |
|  2.67% 12/1/26  | 250000  | 221577  |
|  4.125% 5/1/25  | 250000  | 239800  |
|  5.5% 12/1/24  | 100000  | 99860  |
| Fidelity National Information Services, Inc. 1.15% 3/1/26  | 609000 | 537223 |
| Fiserv, Inc.: |  |  |
|  2.75% 7/1/24  | 2250000  | 2165659  |
|  3.2% 7/1/26  | 280000  | 263582  |
|  3.85% 6/1/25  | 100000  | 97058  |
| Global Payments, Inc.: |  |  |
|  1.2% 3/1/26  | 1157000  | 1009101  |
|  2.15% 1/15/27  | 200000  | 174659  |
|  2.65% 2/15/25  | 290000  | 272249  |
|  4.95% 8/15/27  | 160000  | 155583  |
| IBM Corp.: |  |  |
|  1.7% 5/15/27  | 1110000  | 978500  |
|  3% 5/15/24  | 1400000  | 1365089  |
|  3.375% 8/1/23  | 2170000  | 2148093  |
|  3.45% 2/19/26  | 1290000  | 1240897  |
|  4.15% 7/27/27  | 570000  | 558586  |
| MasterCard, Inc.: |  |  |
|  2% 3/3/25  | 1100000  | 1044946  |
|  3.3% 3/26/27  | 340000  | 327413  |
| PayPal Holdings, Inc.: |  |  |
|  1.65% 6/1/25  | 1300000  | 1209015  |
|  2.4% 10/1/24  | 320000  | 306549  |
|  3.9% 6/1/27  | 170000  | 165187  |
| The Western Union Co.: |  |  |
|  1.35% 3/15/26  | 330000  | 287725  |
|  2.85% 1/10/25  | 100000  | 95157  |
| Visa, Inc.: |  |  |
|  2.75% 9/15/27  | 340000  | 318050  |
|  3.15% 12/14/25  | 2600000  | 2503834  |
|  |  | 18193865 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Analog Devices, Inc. 2.95% 4/1/25  | 570000 | 549726 |
| Broadcom Corp./Broadcom Cayman LP 3.875% 1/15/27  | 450000 | 426006 |
| Broadcom, Inc.: |  |  |
|  3.15% 11/15/25  | 1846000  | 1756554  |
|  3.459% 9/15/26  | 691000  | 652639  |
| Intel Corp.: |  |  |
|  2.6% 5/19/26  | 100000  | 94203  |
|  3.4% 3/25/25  | 1643000  | 1603325  |
|  3.7% 7/29/25  | 450000  | 441317  |
|  3.75% 3/25/27  | 350000  | 340480  |
|  3.75% 8/5/27  | 870000  | 839936  |
| Marvell Technology, Inc. 1.65% 4/15/26  | 270000 | 238406 |
| Microchip Technology, Inc.: |  |  |
|  2.67% 9/1/23  | 800000  | 782344  |
|  4.25% 9/1/25  | 600000  | 583657  |
|  4.333% 6/1/23  | 390000  | 388348  |
| Micron Technology, Inc.: |  |  |
|  4.185% 2/15/27  | 330000  | 315497  |
|  4.975% 2/6/26  | 210000  | 207678  |
| NVIDIA Corp. 0.584% 6/14/24  | 1500000 | 1410208 |
| NXP BV/NXP Funding LLC/NXP U.S.A., Inc.: |  |  |
|  2.7% 5/1/25  | 960000  | 895980  |
|  3.875% 6/18/26  | 170000  | 161741  |
|  4.4% 6/1/27  | 290000  | 277730  |
| Qualcomm, Inc. 2.9% 5/20/24  | 1020000 | 995347 |
|  |  | 12961122 |
| Software - 0.7% |  |  |
| Fortinet, Inc. 1% 3/15/26  | 210000 | 184801 |
| Microsoft Corp.: |  |  |
|  2.375% 5/1/23  | 590000  | 584656  |
|  2.7% 2/12/25  | 2120000  | 2054449  |
|  2.875% 2/6/24  | 1630000  | 1600606  |
|  3.125% 11/3/25  | 620000  | 602287  |
|  3.3% 2/6/27  | 310000  | 299843  |
|  3.625% 12/15/23  | 2000000  | 1981541  |
| Oracle Corp.: |  |  |
|  1.65% 3/25/26  | 1956000  | 1755683  |
|  2.5% 4/1/25  | 1700000  | 1607973  |
|  2.65% 7/15/26  | 840000  | 773864  |
|  2.8% 4/1/27  | 440000  | 401506  |
|  5.8% 11/10/25  | 1250000  | 1280373  |
| Roper Technologies, Inc.: |  |  |
|  1% 9/15/25  | 518000  | 465949  |
|  3.65% 9/15/23  | 360000  | 355688  |
|  3.8% 12/15/26  | 280000  | 269432  |
| VMware, Inc.: |  |  |
|  0.6% 8/15/23  | 620000  | 600388  |
|  1.4% 8/15/26  | 1177000  | 1035135  |
|  3.9% 8/21/27  | 440000  | 414037  |
|  4.5% 5/15/25  | 100000  | 98961  |
|  |  | 16367172 |
| Technology Hardware, Storage & Peripherals - 0.6% |  |  |
| Apple, Inc.: |  |  |
|  0.55% 8/20/25  | 1100000  | 993635  |
|  0.7% 2/8/26  | 1100000  | 981815  |
|  1.125% 5/11/25  | 1500000  | 1385923  |
|  1.8% 9/11/24  | 2870000  | 2743069  |
|  2.45% 8/4/26  | 100000  | 93722  |
|  2.5% 2/9/25  | 1100000  | 1055800  |
|  2.75% 1/13/25  | 600000  | 580325  |
|  2.9% 9/12/27  | 460000  | 434868  |
|  3% 6/20/27  | 640000  | 611234  |
|  3.25% 2/23/26  | 1530000  | 1480578  |
|  3.45% 5/6/24  | 100000  | 98493  |
| Hewlett Packard Enterprise Co. 4.9% 10/15/25 (c) | 1310000 | 1308498 |
| HP, Inc.: |  |  |
|  1.45% 6/17/26  | 1000000  | 878859  |
|  3% 6/17/27  | 200000  | 183551  |
|  |  | 12830370 |
| TOTAL INFORMATION TECHNOLOGY |  | 67314199 |
| MATERIALS - 0.3%  |  |  |
| Chemicals - 0.2% |  |  |
| Celanese U.S. Holdings LLC 6.165% 7/15/27  | 1380000 | 1350674 |
| Eastman Chemical Co. 3.8% 3/15/25  | 160000 | 156110 |
| LYB International Finance III LLC 1.25% 10/1/25  | 800000 | 711924 |
| PPG Industries, Inc. 1.2% 3/15/26  | 330000 | 292969 |
| Sherwin-Williams Co. 3.125% 6/1/24  | 1090000 | 1060556 |
| The Mosaic Co. 4.25% 11/15/23  | 380000 | 376231 |
|  |  | 3948464 |
| Construction Materials - 0.0% |  |  |
| Martin Marietta Materials, Inc. 0.65% 7/15/23  | 250000 | 242904 |
| Containers & Packaging - 0.1% |  |  |
| Berry Global, Inc.: |  |  |
|  0.95% 2/15/24  | 800000  | 759645  |
|  1.57% 1/15/26  | 280000  | 249650  |
|  1.65% 1/15/27  | 120000  | 101285  |
| WRKCo, Inc.: |  |  |
|  3% 9/15/24  | 190000  | 181725  |
|  4.65% 3/15/26  | 340000  | 333946  |
|  |  | 1626251 |
| Metals & Mining - 0.0% |  |  |
| Nucor Corp.: |  |  |
|  2% 6/1/25  | 240000  | 223942  |
|  3.95% 5/23/25  | 440000  | 430783  |
| Southern Copper Corp. 3.875% 4/23/25  | 240000 | 231420 |
| Vale Overseas Ltd. 6.25% 8/10/26  | 640000 | 657120 |
|  |  | 1543265 |
| TOTAL MATERIALS |  | 7360884 |
| REAL ESTATE - 1.0%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 0.9% |  |  |
| Alexandria Real Estate Equities, Inc. 3.45% 4/30/25  | 520000 | 502158 |
| American Tower Corp.: |  |  |
|  1.3% 9/15/25  | 677000  | 608872  |
|  1.6% 4/15/26  | 880000  | 781446  |
|  3.375% 5/15/24  | 763000  | 743142  |
|  3.65% 3/15/27  | 690000  | 644682  |
|  4.4% 2/15/26  | 290000  | 282803  |
| AvalonBay Communities, Inc.: |  |  |
|  2.95% 5/11/26  | 430000  | 401329  |
|  3.45% 6/1/25  | 620000  | 598636  |
| Boston Properties, Inc.: |  |  |
|  2.75% 10/1/26  | 640000  | 580658  |
|  3.65% 2/1/26  | 320000  | 304394  |
|  3.8% 2/1/24  | 520000  | 509510  |
| Crown Castle International Corp.: |  |  |
|  1.05% 7/15/26  | 250000  | 216341  |
|  1.35% 7/15/25  | 439000  | 399512  |
|  2.9% 3/15/27  | 560000  | 511764  |
|  3.7% 6/15/26  | 480000  | 457196  |
|  4.45% 2/15/26  | 260000  | 254169  |
| EPR Properties 4.5% 6/1/27  | 400000 | 346983 |
| Equinix, Inc. 1.45% 5/15/26  | 491000 | 432793 |
| Federal Realty Investment Trust 1.25% 2/15/26  | 290000 | 256801 |
| Healthcare Trust of America Holdings LP 3.5% 8/1/26  | 240000 | 224679 |
| Healthpeak Properties, Inc. 1.35% 2/1/27  | 540000 | 466576 |
| Kilroy Realty LP 4.375% 10/1/25  | 300000 | 289061 |
| Kimco Realty Corp. 3.3% 2/1/25  | 1630000 | 1568443 |
| National Retail Properties, Inc. 4% 11/15/25  | 240000 | 230678 |
| Office Properties Income Trust 4.5% 2/1/25  | 730000 | 646698 |
| Omega Healthcare Investors, Inc. 5.25% 1/15/26  | 500000 | 488081 |
| Realty Income Corp.: |  |  |
|  4.6% 2/6/24  | 450000  | 447770  |
|  4.625% 11/1/25  | 1380000  | 1373643  |
|  4.875% 6/1/26  | 340000  | 341690  |
| Simon Property Group LP: |  |  |
|  2% 9/13/24  | 970000  | 918808  |
|  3.25% 11/30/26  | 380000  | 357487  |
|  3.3% 1/15/26  | 800000  | 762901  |
|  3.375% 6/15/27  | 100000  | 93796  |
|  3.5% 9/1/25  | 360000  | 346292  |
| SITE Centers Corp. 3.625% 2/1/25  | 320000 | 301964 |
| Ventas Realty LP: |  |  |
|  3.5% 4/15/24  | 100000  | 97193  |
|  3.5% 2/1/25  | 931000  | 893252  |
|  4.125% 1/15/26  | 120000  | 116018  |
| VICI Properties LP 4.75% 2/15/28  | 550000 | 518463 |
| Vornado Realty LP 2.15% 6/1/26  | 400000 | 338078 |
| Welltower, Inc.: |  |  |
|  3.625% 3/15/24  | 1080000  | 1058042  |
|  4% 6/1/25  | 320000  | 312329  |
|  4.25% 4/1/26  | 140000  | 136090  |
| WP Carey, Inc. 4% 2/1/25  | 570000 | 554433 |
|  |  | 21715654 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Group, Inc. 4.875% 3/1/26  | 250000 | 250075 |
| Digital Realty Trust LP 3.7% 8/15/27  | 180000 | 167911 |
| Essex Portfolio LP 3.5% 4/1/25  | 630000 | 607862 |
| Mid-America Apartments LP 4% 11/15/25  | 480000 | 464774 |
| Tanger Properties LP 3.875% 7/15/27  | 210000 | 190873 |
|  |  | 1681495 |
| TOTAL REAL ESTATE |  | 23397149 |
| UTILITIES - 2.0%  |  |  |
| Electric Utilities - 1.3% |  |  |
| AEP Transmission Co. LLC 3.1% 12/1/26  | 180000 | 169107 |
| American Electric Power Co., Inc.: |  |  |
|  0.75% 11/1/23  | 880000  | 843217  |
|  1% 11/1/25  | 260000  | 233142  |
|  2.031% 3/15/24  | 1110000  | 1066577  |
| Cleco Corporate Holdings LLC 3.743% 5/1/26  | 220000 | 207466 |
| Connecticut Light & Power Co.: |  |  |
|  0.75% 12/1/25  | 100000  | 88966  |
|  2.5% 1/15/23  | 100000  | 99711  |
|  3.2% 3/15/27  | 230000  | 216790  |
| DTE Electric Co. 3.65% 3/15/24  | 360000 | 353956 |
| Duke Energy Carolinas LLC 2.95% 12/1/26  | 240000 | 228500 |
| Duke Energy Corp.: |  |  |
|  0.9% 9/15/25  | 100000  | 90218  |
|  2.65% 9/1/26  | 340000  | 316165  |
|  3.25% 1/15/82 (c) | 220000  | 155942  |
|  3.75% 4/15/24  | 1100000  | 1083032  |
|  3.95% 10/15/23  | 1460000  | 1444290  |
| Duke Energy Florida LLC 3.2% 1/15/27  | 260000 | 246828 |
| Edison International: |  |  |
|  4.7% 8/15/25  | 110000  | 107554  |
|  5.75% 6/15/27  | 280000  | 282963  |
| Entergy Corp. 0.9% 9/15/25  | 1100000 | 980523 |
| Entergy Louisiana LLC 2.4% 10/1/26  | 490000 | 446057 |
| Eversource Energy: |  |  |
|  2.9% 10/1/24  | 780000  | 749161  |
|  2.9% 3/1/27  | 160000  | 146810  |
|  3.8% 12/1/23  | 480000  | 474312  |
| Exelon Corp.: |  |  |
|  2.75% 3/15/27 (b) | 600000  | 553043  |
|  3.4% 4/15/26  | 100000  | 95604  |
|  3.95% 6/15/25  | 630000  | 617093  |
| FirstEnergy Corp. 2.05% 3/1/25  | 340000 | 313723 |
| Florida Power & Light Co.: |  |  |
|  2.85% 4/1/25  | 389000  | 373329  |
|  3.125% 12/1/25  | 530000  | 508938  |
| Fortis, Inc. 3.055% 10/4/26  | 460000 | 428361 |
| Georgia Power Co. 2.1% 7/30/23  | 910000 | 891238 |
| Interstate Power and Light Co. 3.25% 12/1/24  | 200000 | 192896 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
|  0.65% 3/1/23  | 770000  | 762119  |
|  1.875% 1/15/27  | 430000  | 383326  |
|  4.625% 7/15/27  | 1130000  | 1120671  |
| Oncor Electric Delivery Co. LLC: |  |  |
|  0.55% 10/1/25  | 340000  | 302071  |
|  2.75% 6/1/24  | 770000  | 745345  |
| Pacific Gas & Electric Co.: |  |  |
|  2.95% 3/1/26  | 210000  | 192180  |
|  3.15% 1/1/26  | 1470000  | 1362163  |
|  3.45% 7/1/25  | 240000  | 227129  |
|  3.5% 6/15/25  | 240000  | 226697  |
|  4.25% 8/1/23  | 930000  | 918649  |
|  4.95% 6/8/25  | 140000  | 137403  |
|  5.45% 6/15/27  | 310000  | 302138  |
| Pinnacle West Capital Corp. 1.3% 6/15/25  | 140000 | 126320 |
| PPL Capital Funding, Inc. 3.1% 5/15/26  | 270000 | 252188 |
| Public Service Electric & Gas Co.: |  |  |
|  0.95% 3/15/26  | 180000  | 160293  |
|  2.25% 9/15/26  | 260000  | 237683  |
| Southern California Edison Co. 3.7% 8/1/25  | 1680000 | 1633223 |
| Southern Co.: |  |  |
|  2.95% 7/1/23  | 1620000  | 1601929  |
|  3.25% 7/1/26  | 1890000  | 1794976  |
|  5.15% 10/6/25  | 2000000  | 2012733  |
| Southwestern Electric Power Co. 2.75% 10/1/26  | 320000 | 292440 |
| Union Electric Co. 2.95% 6/15/27  | 170000 | 158676 |
| Virginia Electric & Power Co.: |  |  |
|  2.95% 11/15/26  | 420000  | 391913  |
|  3.15% 1/15/26  | 360000  | 342673  |
| Xcel Energy, Inc.: |  |  |
|  1.75% 3/15/27  | 590000  | 521226  |
|  3.3% 6/1/25  | 100000  | 96182  |
|  |  | 30307858 |
| Gas Utilities - 0.2% |  |  |
| Dominion Gas Holdings LLC 2.5% 11/15/24  | 3041000 | 2890083 |
| ONE Gas, Inc.: |  |  |
|  0.85% 3/11/23  | 136000  | 135700  |
|  1.1% 3/11/24  | 132000  | 125607  |
| Southern California Gas Co.: |  |  |
|  2.6% 6/15/26  | 510000  | 473749  |
|  3.15% 9/15/24  | 230000  | 223013  |
|  |  | 3848152 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Emera U.S. Finance LP 3.55% 6/15/26  | 390000 | 365816 |
| Exelon Generation Co. LLC 3.25% 6/1/25  | 1280000 | 1228824 |
| Southern Power Co. 4.15% 12/1/25  | 380000 | 374521 |
| The AES Corp. 1.375% 1/15/26  | 330000 | 293156 |
|  |  | 2262317 |
| Multi-Utilities - 0.4% |  |  |
| Ameren Corp. 2.5% 9/15/24  | 400000 | 381110 |
| Berkshire Hathaway Energy Co. 4.05% 4/15/25  | 1000000 | 990395 |
| CenterPoint Energy, Inc. 1.45% 6/1/26  | 370000 | 329680 |
| Dominion Energy, Inc. 1.45% 4/15/26  | 1900000 | 1707500 |
| DTE Energy Co.: |  |  |
|  1.05% 6/1/25  | 920000  | 833583  |
|  2.85% 10/1/26  | 100000  | 92659  |
| NiSource, Inc. 0.95% 8/15/25  | 1343000 | 1211008 |
| Public Service Enterprise Group, Inc. 2.875% 6/15/24  | 1300000 | 1254965 |
| San Diego Gas & Electric Co. 2.5% 5/15/26  | 280000 | 260112 |
| Sempra Energy 3.25% 6/15/27  | 1150000 | 1067819 |
| WEC Energy Group, Inc. 0.8% 3/15/24  | 710000 | 671312 |
|  |  | 8800143 |
| TOTAL UTILITIES |  | 45218470 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $747,587,266) |  | <br> **700429428** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 65.1%** | &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 65.1%** | &nbsp;&nbsp;**U.S. Government and Government Agency Obligations - 65.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Government Agency Obligations - 0.9%  |  |  |
| Fannie Mae: |  |  |
|  0.375% 8/25/25  | 1805000 | 1629412 |
|  0.5% 6/17/25  | 5180000 | 4717362 |
|  0.625% 4/22/25  | 534000 | 489052 |
|  1.625% 10/15/24  | 800000 | 758756 |
|  1.75% 7/2/24  | 860000 | 823681 |
|  2.375% 1/19/23  | 380000 | 378926 |
| Federal Home Loan Bank: |  |  |
|  0.375% 9/4/25  | 460000 | 414665 |
|  0.5% 4/14/25  | 695000 | 638583 |
|  1.5% 8/15/24  | 125000 | 118743 |
| Freddie Mac: |  |  |
|  0.125% 10/16/23  | 2000000 | 1919659 |
|  0.25% 12/4/23  | 4375000 | 4177582 |
|  0.375% 7/21/25  | 1600000 | 1448553 |
|  0.375% 9/23/25  | 1156000 | 1040222 |
|  1.5% 2/12/25  | 1590000 | 1495242 |
|  2.75% 6/19/23  | 195000 | 192833 |
| Tennessee Valley Authority 0.75% 5/15/25  | 240000 | 218912 |
| TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS |  | 20462183 |
| U.S. Treasury Obligations - 64.2%  |  |  |
| U.S. Treasury Notes: |  |  |
|  0.125% 12/31/22  | 5000 | 4984 |
|  0.125% 6/30/23  | 6000 | 5841 |
|  0.125% 7/31/23  | 16000 | 15518 |
|  0.125% 8/15/23  | 15000 | 14519 |
|  0.125% 2/15/24  | 1154000 | 1093145 |
|  0.25% 3/15/24  | 7742000 | 7320726 |
|  0.25% 5/15/24  | 2574000 | 2417449 |
|  0.25% 6/15/24  | 13928000 | 13040090 |
|  0.25% 9/30/25  | 19000 | 17095 |
|  0.375% 4/15/24  | 3846000 | 3630113 |
|  0.375% 7/15/24  | 78074000 | 73072384 |
|  0.375% 8/15/24  | 60656000 | 56585413 |
|  0.375% 9/15/24  | 21390000 | 19908575 |
|  0.375% 4/30/25  | 46590000 | 42531574 |
|  0.375% 12/31/25  | 12454000 | 11149735 |
|  0.375% 7/31/27  | 9800000 | 8359094 |
|  0.375% 9/30/27  | 18890000 | 16024033 |
|  0.5% 11/30/23  | 16000 | 15339 |
|  0.5% 3/31/25  | 45410000 | 41722211 |
|  0.5% 2/28/26  | 93461000 | 83446792 |
|  0.5% 4/30/27  | 10020000 | 8663777 |
|  0.5% 5/31/27  | 22960000 | 19782372 |
|  0.5% 6/30/27  | 52100000 | 44783613 |
|  0.5% 8/31/27  | 8110000 | 6935951 |
|  0.5% 10/31/27  | 11420000 | 9722167 |
|  0.625% 10/15/24  | 38120000 | 35557324 |
|  0.75% 11/15/24  | 47810000 | 44573487 |
|  0.75% 3/31/26  | 14241000 | 12806330 |
|  0.75% 4/30/26  | 91101000 | 81656388 |
|  0.75% 5/31/26  | 22470000 | 20086073 |
|  0.75% 8/31/26  | 76902000 | 68298589 |
|  0.875% 6/30/26  | 37323000 | 33458028 |
|  1% 12/15/24  | 36690000 | 34320915 |
|  1.125% 1/15/25  | 10865000 | 10164292 |
|  1.125% 2/28/25  | 9000 | 8399 |
|  1.125% 10/31/26  | 81294000 | 72999472 |
|  1.25% 8/31/24  | 12300000 | 11635512 |
|  1.25% 12/31/26  | 36690000 | 33003802 |
|  1.375% 2/15/23  | 2000 | 1988 |
|  1.5% 2/29/24  | 1590000 | 1530002 |
|  1.5% 9/30/24  | 12190000 | 11563834 |
|  1.5% 10/31/24  | 11247000 | 10655654 |
|  1.5% 11/30/24  | 19345000 | 18291604 |
|  1.5% 1/31/27  | 21024000 | 19079280 |
|  1.625% 11/30/26  | 58270000 | 53305669 |
|  1.75% 6/30/24  | 63654000 | 60978543 |
|  1.75% 7/31/24  | 2916000 | 2786944 |
|  1.75% 12/31/24  | 15972000 | 15165289 |
|  1.75% 3/15/25  | 29930000 | 28314067 |
|  1.875% 8/31/24  | 27980000 | 26749317 |
|  2% 5/31/24  | 875000 | 842393 |
|  2% 11/15/26  | 44090000 | 40950310 |
|  2.125% 3/31/24  | 1509000 | 1460311 |
|  2.125% 11/30/24  | 7480000 | 7163561 |
|  2.25% 1/31/24  | 237000 | 230621 |
|  2.25% 3/31/24  | 12030000 | 11664401 |
|  2.5% 4/30/24  | 5760000 | 5593950 |
|  2.5% 5/31/24  | 28800000 | 27932625 |
|  2.5% 3/31/27  | 25440000 | 24023906 |
|  2.625% 5/31/27  | 24980000 | 23708557 |
|  2.75% 2/15/24  | 1643000 | 1606546 |
|  2.75% 4/30/27  | 42130000 | 40194653 |
|  2.75% 7/31/27  | 34600000 | 32967313 |
|  3% 6/30/24  | 28260000 | 27593241 |
|  3% 7/31/24  | 9770000 | 9539107 |
| TOTAL U.S. TREASURY OBLIGATIONS |  | 1432724807 |
| <br> **TOTAL U.S. GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $1,511,820,156) |  | <br> **1453186990** |

---

---

| | | |
|:---|:---|:---|
| &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>|
| Alberta Province 2.95% 1/23/24  | 2900000 | 2838665 |
| British Columbia Province 2.25% 6/2/26  | 800000 | 746648 |
| Chilean Republic 3.125% 3/27/25  | 320000 | 309760 |
| Export Development Canada: |  |  |
|  2.625% 2/21/24  | 200000 | 194854 |
|  2.75% 3/15/23  | 150000 | 149132 |
| Hungarian Republic 5.75% 11/22/23  | 110000 | 109986 |
| Italian Republic: |  |  |
|  1.25% 2/17/26  | 910000 | 785422 |
|  2.375% 10/17/24  | 860000 | 805737 |
|  6.875% 9/27/23  | 770000 | 774948 |
| Korean Republic: |  |  |
|  3.875% 9/11/23  | 1000000 | 993600 |
|  5.625% 11/3/25  | 120000 | 122014 |
| Manitoba Province 2.6% 4/16/24  | 720000 | 700193 |
| Ontario Province: |  |  |
|  0.625% 1/21/26  | 900000 | 800672 |
|  2.5% 4/27/26  | 2690000 | 2522279 |
|  3.05% 1/29/24  | 910000 | 892009 |
|  3.4% 10/17/23  | 90000 | 88882 |
| Panamanian Republic: |  |  |
|  3.75% 3/16/25  | 200000 | 194475 |
|  4% 9/22/24  | 53000 | 52066 |
| Peruvian Republic: |  |  |
|  2.392% 1/23/26  | 110000 | 102300 |
|  7.35% 7/21/25  | 590000 | 623188 |
| Philippine Republic: |  |  |
|  4.2% 1/21/24  | 1300000 | 1285518 |
|  5.17% 10/13/27  | 1000000 | 1018860 |
|  10.625% 3/16/25  | 540000 | 606884 |
| Polish Government 4% 1/22/24  | 730000 | 720784 |
| Quebec Province: |  |  |
|  2.5% 4/9/24  | 690000 | 669921 |
|  2.5% 4/20/26  | 1250000 | 1176875 |
| United Mexican States 4.125% 1/21/26  | 750000 | 733875 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $21,480,557) |  | **20019547** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Supranational Obligations - 2.0%** | &nbsp;&nbsp;**Supranational Obligations - 2.0%** | &nbsp;&nbsp;**Supranational Obligations - 2.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| African Development Bank: |  |  |
|  0.875% 7/22/26  | 1200000 | 1057375 |
|  3% 9/20/23  | 240000 | 236397 |
| Asian Development Bank: |  |  |
|  0.375% 9/3/25  | 3275000 | 2940084 |
|  0.5% 2/4/26  | 1500000 | 1335333 |
|  1.5% 10/18/24  | 300000 | 283867 |
|  2.625% 1/30/24  | 650000 | 635363 |
| Asian Infrastructure Investment Bank: |  |  |
|  0.25% 9/29/23  | 1000000 | 962739 |
|  0.5% 10/30/24  | 3000000 | 2777450 |
| Corporacion Andina de Fomento: |  |  |
|  1.625% 9/23/25  | 1000000 | 909749 |
|  3.75% 11/23/23  | 190000 | 186762 |
| Council of Europe Development Bank 1.375% 2/27/25  | 910000 | 853805 |
| European Investment Bank: |  |  |
|  2.25% 6/24/24  | 8478000 | 8194181 |
|  2.5% 10/15/24  | 2050000 | 1980485 |
|  2.875% 8/15/23  | 800000 | 789274 |
|  3.125% 12/14/23  | 530000 | 521842 |
| Inter-American Development Bank: |  |  |
|  0.625% 7/15/25  | 750000 | 683478 |
|  0.875% 4/20/26  | 3000000 | 2693582 |
|  1.5% 1/13/27  | 3500000 | 3168299 |
|  2.625% 1/16/24  | 400000 | 391436 |
| International Bank for Reconstruction & Development: |  |  |
|  0.375% 7/28/25  | 3000000 | 2713126 |
|  0.5% 10/28/25  | 3881000 | 3492218 |
|  1.5% 8/28/24  | 850000 | 807269 |
|  1.625% 1/15/25  | 3187000 | 3017089 |
|  2.25% 3/28/24  | 1000000 | 969706 |
|  2.5% 3/19/24  | 250000 | 243295 |
|  3% 9/27/23  | 490000 | 482650 |
| International Finance Corp.: |  |  |
|  0.375% 7/16/25  | 490000 | 443972 |
|  1.375% 10/16/24  | 1706000 | 1610324 |
|  2.875% 7/31/23  | 300000 | 296212 |
| <br> **TOTAL SUPRANATIONAL OBLIGATIONS**<br> (Cost $48,330,204) |  | **44677362** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Citizens Bank NA 2.25% 4/28/25  | 945000 | 879592 |
| Fifth Third Bank, Cincinnati 3.85% 3/15/26  | 420000 | 400371 |
| PNC Bank NA 4.2% 11/1/25  | 560000 | 548976 |
| Truist Bank: |  |  |
|  2.636% 9/17/29 (c) | 1270000 | 1184381 |
|  3% 2/2/23  | 100000 | 99670 |
|  3.689% 8/2/24 (c) | 1510000 | 1497968 |
| <br> **TOTAL BANK NOTES**<br> (Cost $4,893,931) |  | **4610958** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** | &nbsp;&nbsp;**Money Market Funds - 0.2%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (e) <br>(Cost $4,197,630) <br>| 4196791 | **4197630** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.7%**<br> (Cost $2,338,309,744)<br>| <br>**2227121915** |
| **NET OTHER ASSETS (LIABILITIES) - 0.3%**  | **5589271** |
| **NET ASSETS - 100.0%** | **2232711186** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $5,941,885 or 0.3% of net assets.

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

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

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

**Affiliated Central Funds**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 24537356 | 100489149 | 120828875 | 40723 | - | - | 4197630 | 0.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | 7932225 | 7997735 | 15929960 | 942 | - | - | - | 0.0% |
| Total | 32469581 | 108486884 | 136758835 | 41665 | - | - | 4197630 |  |

---

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

Amount 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 payments 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. Nonconvertible Bonds, U.S. Government and Government Agency Obligations, Foreign Government and Government Agency Obligations, Supranational Obligations and Bank Notes 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:** 2023-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2234303903.14

**Total Liabilities:** $2687720.23

**Net Assets:** $2231616182.91

**Cash Not Reported:** $10408.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26668.63282147 | **1-Year:** 272002.49388838 | **5-Year:** 312805.93277867 | **10-Year:** 888.81754000 | **30-Year:** 246.13136400

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

- **3-Month:** 12.20968000 | **1-Year:** 9.07188000 | **5-Year:** 5.32640000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194645 | -1.77%               | -0.31%               | 1.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9692674.18             | $-35528279.05                              |
| Month 2  | $-5267370.63             | $-4048886.78                               |
| Month 3  | $-5289384.29             | $32159650.74                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UST NOTES                                                                       | UST NOTES 1.125% 02/28/2025                                                                       | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000 | PA      | $8398.83      | 0.00%             | 2025-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.625% 12/15/2023                                                                  | CUSIP: 594918AW4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981541.26   | 0.09%             | 2023-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 2.358% 07/02/2024                                                               | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    720000 | PA      | $694149.20    | 0.03%             | 2024-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.125% 06/15/2027                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    660000 | PA      | $664031.49    | 0.03%             | 2027-06-15      | Fixed         | 0.05%                 | 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      | $647011.83    | 0.03%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.85% 10/30/2024                                                                        | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    950000 | PA      | $911839.08    | 0.04%             | 2024-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 3.2% 03/15/2025                                                             | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124905.94    | 0.01%             | 2025-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023                                                     | CUSIP: 38141GWT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199280.00    | 0.01%             | 2023-02-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1 CLASS AA PASS THROUGH TRUST                              | DELTA AIR LINES 2019-1 CLASS AA PASS THROUGH TRUST 3.204% 10/25/2025                              | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $163895.67    | 0.01%             | 2025-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                | DEUTSCHE BANK AG 4.5% 04/01/2025                                                                  | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $474089.01    | 0.02%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.125% 05/11/2025                                                                       | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1385923.34   | 0.06%             | 2025-05-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                | BERRY GLOBAL INC 0.95% 02/15/2024                                                                 | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    800000 | PA      | $759645.20    | 0.03%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 0.864%/VAR 10/21/2025                                                              | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2098955.74   | 0.09%             | 2025-10-21      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.375% 04/15/2027                                                                | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1013177.83   | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                          | TCI COMMUNICATIONS INC 7.875% 02/15/2026                                                          | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $678876.39    | 0.03%             | 2026-02-15      | Fixed         | 0.08%                 | 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      | $521225.68    | 0.02%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 4.8% 04/05/2026                                                            | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    990000 | PA      | $964864.38    | 0.04%             | 2026-04-05      | Fixed         | 0.05%                 | 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      | $1285810.26   | 0.06%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 2.95% 07/01/2023                                                                 | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1601929.03   | 0.07%             | 2023-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 0.4% 06/19/2024                                                            | CUSIP: 500630DF2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |   2200000 | PA      | $2053326.00   | 0.09%             | 2024-06-19      | Fixed         | 0.00%                 | 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      | $1064374.60   | 0.05%             | 2027-08-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 01/31/2027                                                                         | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21024000 | PA      | $19079280.00  | 0.85%             | 2027-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.75% 04/15/2023                                                               | CUSIP: 907818DN5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49596.41     | 0.00%             | 2023-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 4.508% 05/01/2023                                                                       | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308880.17    | 0.01%             | 2023-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                            | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176395.08    | 0.01%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0.25% 10/19/2023                                                   | CUSIP: 500769JH8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   7000000 | PA      | $6728750.00   | 0.30%             | 2023-10-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 0.75% 05/15/2025                                                       | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    240000 | PA      | $218912.21    | 0.01%             | 2025-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.5% 04/15/2025                                                                  | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $997251.99    | 0.04%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 2.9% 03/15/2027                                                                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    560000 | PA      | $511763.61    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 4.7% 08/15/2025                                                              | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107553.89    | 0.00%             | 2025-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 2.85% 03/30/2025                                                           | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    160000 | PA      | $153283.15    | 0.01%             | 2025-03-30      | Fixed         | 0.03%                 | 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      | $2834998.32   | 0.13%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 12/31/2023                                                                        | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13489000 | PA      | $12928890.32  | 0.58%             | 2023-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.75% 11/15/2024                                                         | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    710000 | PA      | $705900.03    | 0.03%             | 2024-11-15      | Fixed         | 0.05%                 | 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      | $158676.05    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 0.7% 02/15/2024                                                                    | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    570000 | PA      | $536791.43    | 0.02%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 3.4% 01/18/2023                                                           | CUSIP: 80282KAS5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419565.26    | 0.02%             | 2023-01-18      | 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        |    420000 | PA      | $401625.65    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | 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      | $237166.57    | 0.01%             | 2027-07-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 3.55% 01/15/2026                                                             | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    376000 | PA      | $367457.84    | 0.02%             | 2026-01-15      | Fixed         | 0.04%                 | 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        |   2400000 | PA      | $1991730.86   | 0.09%             | 2028-09-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO CO NEW MTN SR NTS 3ML+0 06/17/2027                                                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2401619.01   | 0.11%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 7.35% 07/21/2025                                                                 | CUSIP: 715638AS1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    590000 | PA      | $623187.50    | 0.03%             | 2025-07-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                                  | OFFICE PROPERTIES INCOME TRUST 4.5% 02/01/2025                                                    | CUSIP: 81618TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $646697.92    | 0.03%             | 2025-02-01      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $192872.03    | 0.01%             | 2027-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP 3.5% 03/15/2027                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $949756.45    | 0.04%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 6.119%/VAR 07/14/2026                                              | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166971.49    | 0.01%             | 2026-07-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.75% 06/03/2026                                                                       | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $589296.86    | 0.03%             | 2026-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 3.45% 05/15/2023                                                       | CUSIP: 14913Q2L2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129161.26    | 0.01%             | 2023-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                   | DISCOVER BANK 2.45% 09/12/2024                                                                    | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1086690.80   | 0.05%             | 2024-09-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.8% 09/11/2024                                                                         | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2743069.11   | 0.12%             | 2024-09-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                          | GSK CONSUMER HEALTHCARE CAPITAL US LLC 3.375% 03/24/2027                                          | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1148341.06   | 0.05%             | 2027-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 3.05% 01/29/2024                                                             | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    910000 | PA      | $892009.30    | 0.04%             | 2024-01-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 0.25% 12/04/2023                                                                      | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   4375000 | PA      | $4177581.71   | 0.19%             | 2023-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.456% VAR 03/15/2025                                                 | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1460199.75   | 0.07%             | 2025-03-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.25% 08/18/2025                                                                | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    444000 | PA      | $426195.39    | 0.02%             | 2025-08-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK                                                   | OESTERREICHISCHE KONTROLLBANK 3.125% 11/07/2023                                                   | CUSIP: 676167BX6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    230000 | PA      | $226393.41    | 0.01%             | 2023-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                               | HUNTINGTON INGALLS INDUSTRIES INC 3.844% 05/01/2025                                               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202539.61    | 0.01%             | 2025-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY .56/VAR 11/10/2023                                                                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497772.50    | 0.02%             | 2023-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.75% 03/15/2024                                                               | CUSIP: 907818DV7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404390.91    | 0.02%             | 2024-03-15      | Fixed         | 0.04%                 | 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      | $400371.38    | 0.02%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 0.4% 06/03/2023                                                                    | CUSIP: 023135BP0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205371.88    | 0.01%             | 2023-06-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 4% 04/01/2025                                                                   | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379839.11    | 0.02%             | 2025-04-01      | Fixed         | 0.04%                 | 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      | $538713.30    | 0.02%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/15/2024                                                                       | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78074000 | PA      | $73072384.38  | 3.27%             | 2024-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.05% 07/08/2026                                                                      | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1112454.01   | 0.05%             | 2026-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024                                                         | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $634324.20    | 0.03%             | 2024-05-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.7% 07/29/2025                                                                        | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441316.95    | 0.02%             | 2025-07-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 2.625% 01/30/2024                                                          | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    650000 | PA      | $635362.97    | 0.03%             | 2024-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 0.5% 08/14/2023                                                          | CUSIP: 89236THF5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1678031.53   | 0.08%             | 2023-08-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 2.875% 06/15/2024                                                   | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1254965.10   | 0.06%             | 2024-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                   | ONEOK INC NEW 5.85% 01/15/2026                                                                    | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $527261.83    | 0.02%             | 2026-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANITOBA PROVINCE CDA                                                           | MANITOBA PROVINCE CDA 2.6% 04/16/2024                                                             | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    720000 | PA      | $700192.80    | 0.03%             | 2024-04-16      | Fixed         | 0.03%                 | 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      | $313796.02    | 0.01%             | 2026-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC SOFR+ 12/02/2028                                                   | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161186.66    | 0.01%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.875% 06/30/2026                                                                       | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37323000 | PA      | $33458028.31  | 1.50%             | 2026-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 10.625% 03/16/2025                                                        | CUSIP: 718286AP2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    540000 | PA      | $606884.40    | 0.03%             | 2025-03-16      | Fixed         | 0.11%                 | 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      | $316165.35    | 0.01%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 3% 06/17/2027                                                                              | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183550.83    | 0.01%             | 2027-06-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.5% 02/01/2024   | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $968786.17    | 0.04%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.301/VAR 10/15/2025                                                        | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1132482.76   | 0.05%             | 2025-10-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 2.5% 04/01/2023                                                         | CUSIP: 911312BK1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793995.50    | 0.04%             | 2023-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.45% 05/15/2025                                                       | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1040969.89   | 0.05%             | 2025-05-15      | Fixed         | 0.01%                 | 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      | $327420.41    | 0.01%             | 2028-01-07      | Variable      | 0.03%                 | 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      | $216790.36    | 0.01%             | 2027-03-15      | 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      | $249650.16    | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.3% 06/01/2025                                                                   | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96182.46     | 0.00%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP STEP 03/15/2024                                                  | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98374.03     | 0.00%             | 2024-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.375% 05/01/2023                                                                  | CUSIP: 594918AT1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584656.45    | 0.03%             | 2023-05-01      | Fixed         | 0.02%                 | 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      | $328965.75    | 0.01%             | 2026-02-15      | Fixed         | 0.05%                 | No            |                  2 | 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        |    460000 | PA      | $449326.09    | 0.02%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.95% 04/01/2025                                                               | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    570000 | PA      | $549726.12    | 0.02%             | 2025-04-01      | Fixed         | 0.03%                 | 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      | $185642.99    | 0.01%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 2.625% 08/15/2024                                                                 | CUSIP: 126650DE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    224000 | PA      | $216358.63    | 0.01%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC VAR 09/15/2023                                                                        | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1256791.11   | 0.06%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 3.892% 05/24/2024                                                              | CUSIP: 05971KAM1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1175709.44   | 0.05%             | 2024-05-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 1.95% 02/01/2024                                                                        | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1269970.40   | 0.06%             | 2024-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 3.05% 06/05/2023                                                                    | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986617.89    | 0.04%             | 2023-06-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN                       | TARGA RES P LP/TARGA RES P FIN 6.5% 07/15/2027                                                    | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $713855.30    | 0.03%             | 2027-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.3% 04/27/2025                                                                     | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1376260.07   | 0.06%             | 2025-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 0.55% 09/15/2023                                                              | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1932042.82   | 0.09%             | 2023-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.125% 11/30/2024                                                                       | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7480000 | PA      | $7163560.92   | 0.32%             | 2024-11-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 0.8% 10/16/2025                                                          | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    560000 | PA      | $502735.64    | 0.02%             | 2025-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 2.275% 08/16/2026                                                                | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $607196.73    | 0.03%             | 2026-08-16      | Fixed         | 0.02%                 | 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      | $794959.36    | 0.04%             | 2027-09-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.9% 07/26/2024                                                           | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1653433.99   | 0.07%             | 2024-07-26      | Fixed         | 0.03%                 | 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      | $1233313.37   | 0.06%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK PLC                                                                | SANTANDER UK PLC 4% 03/13/2024                                                                    | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $98497.40     | 0.00%             | 2024-03-13      | 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      | $110409.61    | 0.00%             | 2026-10-15      | 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      | $457196.46    | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV SOFR 1.726%/VAR 04/01/2027                                                           | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    484000 | PA      | $427218.78    | 0.02%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP 3.65% 08/16/2023                                                       | CUSIP: 913017DB2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17815.30     | 0.00%             | 2023-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025                                                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $711924.26    | 0.03%             | 2025-10-01      | Fixed         | 0.01%                 | 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      | $222320.23    | 0.01%             | 2026-10-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L P                                                              | VORNADO REALTY LP 2.15% 06/01/2026                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $338078.44    | 0.02%             | 2026-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.5% 04/15/2026                                                                       | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    420000 | PA      | $395829.96    | 0.02%             | 2026-04-15      | 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      | $1141772.36   | 0.05%             | 2027-09-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLMC 2.75% 06/19/2023                                                                            | CUSIP: 3137EAEN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    195000 | PA      | $192832.92    | 0.01%             | 2023-06-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 2.75% 03/15/2023                                                        | CUSIP: 30216BHC9<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149131.50    | 0.01%             | 2023-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 2.992% 03/19/2025                                                                | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    900000 | PA      | $871640.57    | 0.04%             | 2025-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.375% 05/03/2024                                                             | CUSIP: 025816CV9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2117463.38   | 0.09%             | 2024-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL 5.625% 6/15/43                                                                    | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1021399.50   | 0.05%             | 2043-06-15      | Variable      | 0.06%                 | 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      | $91217.86     | 0.00%             | 2027-02-05      | Fixed         | 0.02%                 | 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      | $192145.59    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | SUNTRUST BANK ATLNTA GA MTN BE 3.689%/VAR 08/02/2024                                              | CUSIP: 86787EAY3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1497968.44   | 0.07%             | 2024-08-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 1.319%/VAR 06/19/2026                                                 | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $902285.16    | 0.04%             | 2026-06-19      | Variable      | 0.01%                 | 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        |   1200000 | PA      | $1069366.69   | 0.05%             | 2027-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 3.6% 04/10/2024                                                                       | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196774.15    | 0.01%             | 2024-04-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.3% 05/01/2024                                                                | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691496.89    | 0.03%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) SOFR 1.431%/VAR 03/09/2027                                          | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1459623.18   | 0.07%             | 2027-03-09      | Variable      | 0.01%                 | 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      | $263581.65    | 0.01%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4% 03/01/2026                                                                     | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $535787.25    | 0.02%             | 2026-03-01      | Fixed         | 0.04%                 | 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      | $146809.96    | 0.01%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 3.75% 03/24/2025                                                                      | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $438496.90    | 0.02%             | 2025-03-24      | 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      | $169106.79    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.5% 01/13/2025                                                       | CUSIP: 02665WEA5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224892.30    | 0.01%             | 2025-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                    | PIONEER NATURAL RESOURCES CO 1.125% 01/15/2026                                                    | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    270000 | PA      | $241016.63    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.45% 06/15/2023                                                               | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $169098.95    | 0.01%             | 2023-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $937740.85    | 0.04%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 10/31/2026                                                                       | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26274000 | PA      | $23593230.94  | 1.06%             | 2026-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO SOFR 1.04%/VAR 02/04/2027                                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1307218.91   | 0.06%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 3.25% 12/01/2024                                                       | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    860000 | PA      | $835993.48    | 0.04%             | 2024-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 0.6% 08/15/2023                                                                        | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    620000 | PA      | $600388.34    | 0.03%             | 2023-08-15      | Fixed         | 0.01%                 | 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      | $328667.54    | 0.01%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                      | FIDELITY NATL INFORMN SVCS INC 1.15% 03/01/2026                                                   | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    609000 | PA      | $537223.22    | 0.02%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.25% 03/19/2025                                                                      | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1783680.63   | 0.08%             | 2025-03-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024                                                          | CUSIP: 780099CH8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $484104.93    | 0.02%             | 2024-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.45% 06/01/2025                                                        | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    620000 | PA      | $598635.61    | 0.03%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 4% 02/01/2025                                                                        | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    570000 | PA      | $554432.93    | 0.02%             | 2025-02-01      | Fixed         | 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      | $1157046.63   | 0.05%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.272/VAR 09/29/2025                                                | CUSIP: 38141GWQ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    800000 | PA      | $770175.98    | 0.03%             | 2025-09-29      | Variable      | 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      | $516910.84    | 0.02%             | 2027-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.5% 09/01/2025                                                           | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    360000 | PA      | $346292.23    | 0.02%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 2.625% 01/16/2024                                                         | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391436.00    | 0.02%             | 2024-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.75% 02/15/2025                                                        | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    370000 | PA      | $361655.82    | 0.02%             | 2025-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 0.625% 02/09/2026                                                        | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |   1200000 | PA      | $1055105.42   | 0.05%             | 2026-02-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 4.125% 02/15/2024                                                  | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612463.52    | 0.03%             | 2024-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.875% 08/15/2023                                                        | CUSIP: 298785HR0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    800000 | PA      | $789273.59    | 0.04%             | 2023-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.85% 06/01/2025                                                                       | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97058.09     | 0.00%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.375% 08/01/2023                                                                 | CUSIP: 459200HP9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2148093.42   | 0.10%             | 2023-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                   | WELLTOWER INC 4% 06/01/2025                                                                       | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312328.73    | 0.01%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 1.25% 03/15/2026                                                                       | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1146185.93   | 0.05%             | 2026-03-15      | Fixed         | 0.01%                 | 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      | $726600.04    | 0.03%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 04/15/2025                                                                          | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698562.71    | 0.03%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 1.45% 09/01/2025                                                                   | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101596.38    | 0.00%             | 2025-09-01      | Fixed         | 0.01%                 | 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      | $1574471.44   | 0.07%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.65% 07/21/2027                               | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $135718.88    | 0.01%             | 2027-07-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 0.5% 02/04/2026                                                            | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   1500000 | PA      | $1335333.26   | 0.06%             | 2026-02-04      | Fixed         | 0.01%                 | 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      | $556086.44    | 0.02%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 1.65% 09/01/2026 144A                                               | CUSIP: 913903AX8<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231742.05    | 0.01%             | 2026-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.55% 06/26/2025                                                                      | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276217.03    | 0.01%             | 2025-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 1.1% 03/11/2024                                                                       | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    132000 | PA      | $125607.30    | 0.01%             | 2024-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                                 | PERKINELMER INC 0.85% 09/15/2024                                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184821.45    | 0.01%             | 2024-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361/VAR 10/27/2028                                                          | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517772.46    | 0.02%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.75% 01/13/2025                                                                        | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $580324.72    | 0.03%             | 2025-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                                                            | THOMSON REUTERS CORP 3.35% 05/15/2026                                                             | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $247259.37    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 3.5% 03/18/2024                                                                     | CUSIP: 09247XAL5<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404192.30    | 0.02%             | 2024-03-18      | Fixed         | 0.04%                 | 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      | $769427.22    | 0.03%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.375% 08/12/2024                                                                 | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1280133.77   | 0.06%             | 2024-08-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 0.75% 03/18/2024                                                              | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    686000 | PA      | $651518.62    | 0.03%             | 2024-03-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 07/15/2026                                                                        | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    590000 | PA      | $559617.81    | 0.03%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026                                                       | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $207466.32    | 0.01%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 1.25% 06/22/2026                                                     | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $431188.05    | 0.02%             | 2026-06-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.015/VAR 02/13/2026                                                  | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1158361.20   | 0.05%             | 2026-02-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.45% 11/15/2026                                                 | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    280000 | PA      | $259429.47    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 1.4% 08/15/2026                                                                        | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1035134.94   | 0.05%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                                         | ACTIVISION BLIZZARD INC 3.4% 09/15/2026                                                           | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $334859.84    | 0.02%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 0.55% 08/20/2025                                                                        | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $993635.10    | 0.04%             | 2025-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 04/15/2024                                                                       | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3846000 | PA      | $3630113.21   | 0.16%             | 2024-04-15      | Fixed         | 0.00%                 | 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      | $473748.60    | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.55% 09/29/2025                                                           | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1308001.35   | 0.06%             | 2025-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                    | FORTINET INC 1% 03/15/2026                                                                        | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184801.37    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.9% 11/15/2024                                                      | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96359.52     | 0.00%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 0.5% 12/14/2023                                                      | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $95708.96     | 0.00%             | 2023-12-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 02/15/2024                                                                        | CUSIP: 912828B66<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1643000 | PA      | $1606545.94   | 0.07%             | 2024-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 1.15% 09/14/2026                                                       | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372941.99    | 0.02%             | 2026-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.45% 05/06/2024                                                                        | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98492.85     | 0.00%             | 2024-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.75% 08/05/2027                                                                       | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    870000 | PA      | $839935.59    | 0.04%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.4% 05/15/2024                                                                   | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    750000 | PA      | $738035.36    | 0.03%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3% 07/31/2024                                                                           | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9770000 | PA      | $9539107.45   | 0.43%             | 2024-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 3.65% 10/12/2023                                                          | CUSIP: 24422EUM9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445719.74    | 0.02%             | 2023-10-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 3.25% 04/01/2023                                                     | CUSIP: 25470DAH2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59388.27     | 0.00%             | 2023-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 3% 02/13/2026                                                            | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124079.45    | 0.01%             | 2026-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 2.2% 02/03/2025                                                               | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $329715.09    | 0.01%             | 2025-02-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 7% 06/30/2024                                                | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $243336.01    | 0.01%             | 2024-06-30      | Fixed         | 0.07%                 | 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      | $484049.74    | 0.02%             | 2027-08-23      | Fixed         | 0.06%                 | 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      | $685378.28    | 0.03%             | 2027-09-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.4% 06/26/2023                                                                       | CUSIP: 931142EK5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1726757.09   | 0.08%             | 2023-06-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 0.375% 07/21/2025                                                                     | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1600000 | PA      | $1448553.36   | 0.06%             | 2025-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                           | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $285799.22    | 0.01%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.125% 11/03/2025                                                                  | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    620000 | PA      | $602287.18    | 0.03%             | 2025-11-03      | Fixed         | 0.03%                 | 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        |    420000 | PA      | $415593.49    | 0.02%             | 2027-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.25% 09/30/2025                                                                        | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000 | PA      | $17094.80     | 0.00%             | 2025-09-30      | Fixed         | 0.00%                 | 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      | $401505.90    | 0.02%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.185% 02/15/2027                                                           | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    330000 | PA      | $315497.18    | 0.01%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.25% 10/22/2026                                                      | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1987678.21   | 0.09%             | 2026-10-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 0.75% 11/13/2025                                                          | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $991759.85    | 0.04%             | 2025-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.1% 04/02/2024                                                      | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1170800.24   | 0.05%             | 2024-04-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.998% 08/15/2026                                                                    | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $605123.72    | 0.03%             | 2026-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.1% 03/01/2023                                                                    | CUSIP: 855244AN9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99604.39     | 0.00%             | 2023-03-01      | Fixed         | 0.03%                 | 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      | $341903.63    | 0.02%             | 2027-03-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.75% 09/06/2024                                                                     | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    510000 | PA      | $489165.44    | 0.02%             | 2024-09-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.2% 08/26/2024                                                       | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    320000 | PA      | $315515.88    | 0.01%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.35% 09/15/2025                                                                   | CUSIP: 437076BK7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    720000 | PA      | $699636.79    | 0.03%             | 2025-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 1.3% 10/15/2026                                                                     | CUSIP: 23331ABQ1<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    750000 | PA      | $644098.28    | 0.03%             | 2026-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.95% 10/15/2025                                                                 | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461947.49    | 0.02%             | 2025-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 0.875% 07/07/2023                                                     | CUSIP: 02665WDK4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1648673.47   | 0.07%             | 2023-07-07      | Fixed         | 0.01%                 | 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      | $388146.97    | 0.02%             | 2027-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 1.2% 04/27/2026                                                              | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $445332.26    | 0.02%             | 2026-04-27      | Fixed         | 0.01%                 | 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      | $575418.77    | 0.03%             | 2028-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.3% 07/13/2025                                                          | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    840000 | PA      | $815699.53    | 0.04%             | 2025-07-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.75% 03/01/2026                                                               | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    740000 | PA      | $705327.83    | 0.03%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | BB and T BRH BKG and TR CO GLOBAL BK MEDIUM TERM NT PROGRAM BOOK ENTRY 2.636%/VAR 09/17/2029      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1184381.49   | 0.05%             | 2029-09-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3% 04/01/2026                                                                      | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95787.93     | 0.00%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.125% 07/31/2023                                                                       | CUSIP: 91282CCN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $15518.12     | 0.00%             | 2023-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 4% 01/22/2024                                                                  | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    730000 | PA      | $720783.75    | 0.03%             | 2024-01-22      | 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      | $1246082.04   | 0.06%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 03/31/2026                                                                        | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14241000 | PA      | $12806330.47  | 0.57%             | 2026-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.2% 05/28/2026                                                           | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1786273.36   | 0.08%             | 2026-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.25% 06/15/2024                                                                        | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13928000 | PA      | $13040090.00  | 0.58%             | 2024-06-15      | Fixed         | 0.00%                 | 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      | $292440.29    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 2.2% 11/01/2024                                                    | CUSIP: 693475AY1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    560000 | PA      | $533000.94    | 0.02%             | 2024-11-01      | Fixed         | 0.02%                 | 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      | $556737.95    | 0.02%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 2.7% 01/15/2025                                                    | CUSIP: 09261HAP2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    960000 | PA      | $892889.00    | 0.04%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 2.5% 09/15/2024                                                                       | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    400000 | PA      | $381110.44    | 0.02%             | 2024-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 05/31/2026                                                                        | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22470000 | PA      | $20086073.44  | 0.90%             | 2026-05-31      | Fixed         | 0.01%                 | 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      | $493175.26    | 0.02%             | 2027-07-15      | Fixed         | 0.06%                 | 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      | $432793.34    | 0.02%             | 2026-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                       | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $414603.72    | 0.02%             | 2026-11-19      | Variable      | 0.01%                 | 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      | $782764.88    | 0.04%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 2.9% 05/15/2025                                                                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $952629.88    | 0.04%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.895% 03/03/2024                                                                | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2458059.49   | 0.11%             | 2024-03-03      | Fixed         | 0.03%                 | 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      | $85270.11     | 0.00%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.3% 02/26/2024                                                              | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   2690000 | PA      | $2649145.84   | 0.12%             | 2024-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.75% 10/01/2026                                                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    640000 | PA      | $580657.80    | 0.03%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                         | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22960000 | PA      | $19782371.82  | 0.89%             | 2027-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.875% 01/15/2026                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $337861.37    | 0.02%             | 2026-01-15      | Fixed         | 0.05%                 | 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      | $935743.63    | 0.04%             | 2027-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.625% 04/22/2025                                                                      | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    534000 | PA      | $489052.00    | 0.02%             | 2025-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2.6% 05/05/2024                                                             | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1243768.32   | 0.06%             | 2024-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.95% 06/08/2025                                                      | CUSIP: 694308KE6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137402.61    | 0.01%             | 2025-06-08      | Fixed         | 0.05%                 | 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      | $93796.13     | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 1.4% 05/10/2026                                                                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    666000 | PA      | $594060.71    | 0.03%             | 2026-05-10      | Fixed         | 0.01%                 | 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      | $1824254.22   | 0.08%             | 2028-04-27      | Variable      | 0.04%                 | 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      | $160207.14    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | 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      | $498652.26    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                       | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $8359093.75   | 0.37%             | 2027-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 1.875% 07/21/2026                                                     | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $819180.95    | 0.04%             | 2026-07-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.638% 03/15/2025 144A                                                             | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $668388.68    | 0.03%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                | FIRSTENERGY CORP 2.05% 03/01/2025                                                                 | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    340000 | PA      | $313723.24    | 0.01%             | 2025-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY SOFR 1.593%/VAR 05/04/2027                                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1145276.07   | 0.05%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 1.45% 04/15/2026                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1707500.38   | 0.08%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                              | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1225321.50   | 0.05%             | 2026-11-24      | Variable      | 0.02%                 | 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      | $391912.50    | 0.02%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.5% 09/15/2023                                | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    288000 | PA      | $284434.14    | 0.01%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 0.85% 11/20/2025                                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1435906.72   | 0.06%             | 2025-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 0.95% 01/10/2024                                                       | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96008.65     | 0.00%             | 2024-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 2.375% 10/17/2024                                                               | CUSIP: 465410BX5<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    860000 | PA      | $805736.56    | 0.04%             | 2024-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.41% 02/11/2026                                                       | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    790000 | PA      | $763740.21    | 0.03%             | 2026-02-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.5% 11/04/2024                                                          | CUSIP: 53944YAA1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2290000 | PA      | $2234330.10   | 0.10%             | 2024-11-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 3.5% 08/17/2023                                                                   | CUSIP: 046353AR9<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $505246.39    | 0.02%             | 2023-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 0.95% 03/15/2026                                                   | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160293.29    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.5% 11/07/2024                                                          | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $357108.39    | 0.02%             | 2024-11-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 0.875% 04/20/2026                                                         | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2693582.16   | 0.12%             | 2026-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.95% 04/13/2024                                                         | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314581.67    | 0.01%             | 2024-04-13      | Fixed         | 0.04%                 | 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      | $93226.89     | 0.00%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.05% 08/16/2023                                                         | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1540000 | PA      | $1525921.92   | 0.07%             | 2023-08-16      | Fixed         | 0.04%                 | 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      | $1831804.32   | 0.08%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 1.625% 09/23/2025                                                          | CUSIP: 219868CD6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   1000000 | PA      | $909748.74    | 0.04%             | 2025-09-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 1.65% 06/01/2025                                                                 | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1209015.26   | 0.05%             | 2025-06-01      | Fixed         | 0.02%                 | 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      | $104985.64    | 0.00%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 3.9% 11/15/2024                                                                   | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108574.52    | 0.00%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 0.875% 07/22/2026                                                        | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |   1200000 | PA      | $1057375.20   | 0.05%             | 2026-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 4.975% 02/06/2026                                                           | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207677.79    | 0.01%             | 2026-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP NEW                                                                | ENTERGY CORP NEW 0.9% 09/15/2025                                                                  | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $980522.76    | 0.04%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD) 2.359/VAR 05/22/2024                                              | CUSIP: 780097BN0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1186000 | PA      | $1163283.24   | 0.05%             | 2024-05-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 0.9% 09/15/2025                                                              | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90217.85     | 0.00%             | 2025-09-15      | Fixed         | 0.01%                 | 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      | $192180.17    | 0.01%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 1% 05/12/2026                                                                      | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1041119.09   | 0.05%             | 2026-05-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.85% 05/21/2025                                                              | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1081197.87   | 0.05%             | 2025-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.6% 04/15/2024                                                     | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1403075.12   | 0.06%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.125% 08/15/2026                                                           | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165908.00    | 0.01%             | 2026-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.85% 07/08/2024                                                                      | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360737.73    | 0.02%             | 2024-07-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 3.45% 08/01/2024                                                                         | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97625.21     | 0.00%             | 2024-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.2% 05/14/2026                                                                        | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95057.60     | 0.00%             | 2026-05-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 3.6% 11/28/2024                                                         | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1924720.00   | 0.09%             | 2024-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.125% 02/15/2024                                                                       | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1154000 | PA      | $1093144.53   | 0.05%             | 2024-02-15      | Fixed         | 0.00%                 | 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      | $3168299.19   | 0.14%             | 2027-01-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 2.25% 06/02/2026                                                    | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    800000 | PA      | $746648.00    | 0.03%             | 2026-06-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 5.15% 10/06/2025                                                                 | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012733.12   | 0.09%             | 2025-10-06      | Fixed         | 0.05%                 | 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      | $1403228.26   | 0.06%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 2.75% 04/15/2025                                                                     | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $442317.22    | 0.02%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.25% 07/15/2025                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137200.65    | 0.01%             | 2025-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 7.385%/VAR 11/02/2028                                                        | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1034532.71   | 0.05%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.25% 05/11/2025                                                               | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    310000 | PA      | $301226.65    | 0.01%             | 2025-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023                                                 | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249707.18    | 0.01%             | 2023-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.25% 05/15/2024                                                                        | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2574000 | PA      | $2417448.52   | 0.11%             | 2024-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 1.8% 02/13/2025                                                          | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94196.64     | 0.00%             | 2025-02-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2024                                                                         | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19345000 | PA      | $18291604.39  | 0.82%             | 2024-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 3% 02/02/2023                                                                         | CUSIP: 86787EAV9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99669.69     | 0.00%             | 2023-02-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON PLC UK                                                                      | AON PLC UK 3.875% 12/15/2025                                                                      | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $554002.04    | 0.02%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2.875% 05/10/2026                                                              | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    960000 | PA      | $914114.26    | 0.04%             | 2026-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.5% 04/14/2025                                                           | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    695000 | PA      | $638582.85    | 0.03%             | 2025-04-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 1.45% 06/17/2026                                                                           | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $878859.32    | 0.04%             | 2026-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.95% 10/15/2023                                                             | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1444289.58   | 0.06%             | 2023-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.7% 03/01/2024                                                                       | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $987423.60    | 0.04%             | 2024-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 08/31/2027                                                                         | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8110000 | PA      | $6935950.82   | 0.31%             | 2027-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 0.75% 03/22/2024                                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1521059.79   | 0.07%             | 2024-03-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024                                                 | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1164567.54   | 0.05%             | 2024-06-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.35% 05/03/2026                                                           | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    620000 | PA      | $599352.02    | 0.03%             | 2026-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                          | CORP ANDINA DE FOMENTO 3.75% 11/23/2023                                                           | CUSIP: 219868CA2<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |    190000 | PA      | $186762.41    | 0.01%             | 2023-11-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 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      | $2875158.69   | 0.13%             | 2028-04-26      | Variable      | 0.04%                 | 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      | $584643.72    | 0.03%             | 2027-09-14      | Fixed         | 0.01%                 | 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 2.061% 12/15/2026                                       | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $243150.26    | 0.01%             | 2026-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 2.85% 10/01/2026                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92659.25     | 0.00%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 2.9% 07/01/2026                                                             | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    530000 | PA      | $495851.34    | 0.02%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.8% 05/01/2025                                                                     | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1907842.40   | 0.09%             | 2025-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD 4.519%/VAR 06/25/2024                                              | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $395819.54    | 0.02%             | 2024-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 1.3% 09/15/2025                                                               | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    677000 | PA      | $608872.45    | 0.03%             | 2025-09-15      | Fixed         | 0.01%                 | 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      | $144853.55    | 0.01%             | 2026-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                       | CREDIT SUISSE AG NY BRNCH 0.495% 02/02/2024                                                       | CUSIP: 22550L2E0<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1096089.62   | 0.05%             | 2024-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36690000 | PA      | $33003801.56  | 1.48%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.5% 04/30/2024                                                                       | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394207.90    | 0.02%             | 2024-04-30      | Fixed         | 0.04%                 | 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      | $216340.93    | 0.01%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 0.824/VAR 06/01/2025                                                        | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929990.52    | 0.04%             | 2025-06-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4% 10/06/2026                                                            | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    640000 | PA      | $602544.55    | 0.03%             | 2026-10-06      | Fixed         | 0.04%                 | 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      | $991969.20    | 0.04%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/30/2027                                                                       | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18890000 | PA      | $16024032.81  | 0.72%             | 2027-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.5% 06/15/2023                                                            | CUSIP: 91324PDJ8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198837.91    | 0.01%             | 2023-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | FLEX LTD 4.75% 06/15/2025                                                                         | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $98169.82     | 0.00%             | 2025-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 3.5% 06/07/2024                                                           | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203764.58    | 0.01%             | 2024-06-07      | Fixed         | 0.04%                 | 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      | $238405.76    | 0.01%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.5% 10/18/2024                                                            | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    300000 | PA      | $283866.72    | 0.01%             | 2024-10-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 4.125% 05/30/2025                                                              | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $187556.28    | 0.01%             | 2025-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 3.15% 12/14/2025                                                                         | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2503834.45   | 0.11%             | 2025-12-14      | 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      | $327212.97    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 2.8% 11/15/2024                                                         | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125620.89    | 0.01%             | 2024-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 2.65% 04/15/2025                                                                            | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52696.82     | 0.00%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3% 02/19/2025                                                              | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $577546.50    | 0.03%             | 2025-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 2.5% 07/30/2024                                                               | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3102000 | PA      | $2991059.51   | 0.13%             | 2024-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 2.375% 08/15/2024                                                          | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385172.66    | 0.02%             | 2024-08-15      | Fixed         | 0.02%                 | 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      | $177827.09    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.75% 03/25/2027                                                                       | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    350000 | PA      | $340479.61    | 0.02%             | 2027-03-25      | Fixed         | 0.04%                 | 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      | $93390.73     | 0.00%             | 2026-10-23      | Fixed         | 0.03%                 | 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        |    120000 | PA      | $116017.95    | 0.01%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1362163.02   | 0.06%             | 2026-01-01      | Fixed         | 0.03%                 | 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      | $299842.89    | 0.01%             | 2027-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 5.875% 11/15/2024                                                                     | CUSIP: 526057CR3<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100512.07    | 0.00%             | 2024-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 1.75% 01/13/2026                                                                   | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    760000 | PA      | $698787.07    | 0.03%             | 2026-01-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 0.95% 06/23/2023                                                     | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1467043.19   | 0.07%             | 2023-06-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 3.5% 03/10/2025                                                        | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1110846.04   | 0.05%             | 2025-03-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 3.45% 04/30/2025                                                   | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    520000 | PA      | $502157.65    | 0.02%             | 2025-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 2.75% 07/01/2024                                                                       | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2165658.75   | 0.10%             | 2024-07-01      | Fixed         | 0.03%                 | 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      | $1018860.00   | 0.05%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 1.686% 03/19/2026                                                  | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355249.23    | 0.02%             | 2026-03-19      | Fixed         | 0.02%                 | 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      | $282803.13    | 0.01%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                                   | AUTOMATIC DATA PROCESSING INC 3.375% 09/15/2025                                                   | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408473.24    | 0.02%             | 2025-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 2.95% 02/28/2026                                                                | CUSIP: 17275RBC5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    670000 | PA      | $643281.00    | 0.03%             | 2026-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 1.25% 09/15/2026                                                             | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $657836.75    | 0.03%             | 2026-09-15      | Fixed         | 0.01%                 | 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      | $290356.97    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | 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      | $1790828.78   | 0.08%             | 2027-06-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 0.75% 01/06/2026                                                            | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $458945.20    | 0.02%             | 2026-01-06      | Fixed         | 0.01%                 | 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      | $204484.70    | 0.01%             | 2032-02-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 2% 11/07/2024                                                                  | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    700000 | PA      | $667747.26    | 0.03%             | 2024-11-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 2.5% 01/15/2023                                                         | CUSIP: 207597EF8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99710.85     | 0.00%             | 2023-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORP 1.734%/VAR 07/22/2027                                                        | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2856493.50   | 0.13%             | 2027-07-22      | Variable      | 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      | $535031.66    | 0.02%             | 2027-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 4.9% 02/01/2024                                                                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1133002.59   | 0.05%             | 2024-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.25% 02/01/2024                                                                   | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    670000 | PA      | $658128.67    | 0.03%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 2.484% 05/19/2027                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $469606.74    | 0.02%             | 2027-05-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 2.875% 07/31/2023                                                                   | CUSIP: 45950KCP3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296211.77    | 0.01%             | 2023-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2% 09/13/2024                                                             | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    970000 | PA      | $918807.77    | 0.04%             | 2024-09-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 0.75% 09/29/2023                                                              | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2084633.28   | 0.09%             | 2023-09-29      | Fixed         | 0.01%                 | 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      | $161741.40    | 0.01%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                        | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                         | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1180851.22   | 0.05%             | 2026-06-15      | Fixed         | 0.04%                 | 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      | $95603.92     | 0.00%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                             | SVB FINANCIAL GROUP SFRIX 4.345%/VAR 04/29/2028                                                   | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113142.48    | 0.01%             | 2028-04-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELEC and GAS CO                                                  | PUBLIC SERVICE ELEC and GAS CO 2.25% 09/15/2026                                                   | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237682.98    | 0.01%             | 2026-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 1.65% 03/25/2026                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1956000 | PA      | $1755682.50   | 0.08%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIAMS CO                                                             | SHERWIN WILLIAMS CO 3.125% 06/01/2024                                                             | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1060555.76   | 0.05%             | 2024-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY VAR/2.72 07/22/2025                                                                | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $992147.80    | 0.04%             | 2025-07-22      | Variable      | 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      | $434868.13    | 0.02%             | 2027-09-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 2.67% 12/01/2026                                                           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $221577.40    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                    | WALGREENS BOOTS ALLIANCE INC 3.45% 06/01/2026                                                     | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    360000 | PA      | $344712.66    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.5% 09/13/2025                                                                     | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522359.74   | 0.07%             | 2025-09-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OESTERREICHISCHE KONTROLLBANK                                                   | OESTERREICHISCHE KONTROLLBANK 0.375% 09/17/2025                                                   | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    583000 | PA      | $523888.92    | 0.02%             | 2025-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 0.681% 03/25/2024                                                               | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   1230000 | PA      | $1164676.02   | 0.05%             | 2024-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.678% 10/01/2025                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495890.00   | 0.07%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 1.9% 02/21/2025                                                                         | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565655.86    | 0.03%             | 2025-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | SOUTHWEST AIRLINES CO 5.25% 05/04/2025                                                            | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    980000 | PA      | $985487.78    | 0.04%             | 2025-05-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.3% 12/16/2024                                                                 | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1749192.76   | 0.08%             | 2024-12-16      | Fixed         | 0.03%                 | 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      | $174659.09    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.6% 05/09/2024                                                          | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    960000 | PA      | $941096.03    | 0.04%             | 2024-05-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 3.25% 03/15/2027                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94794.45     | 0.00%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.95% 08/15/2027                                                              | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155582.63    | 0.01%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.25% 07/01/2026                                                                 | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1794975.92   | 0.08%             | 2026-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.375% 05/15/2024                                                             | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    763000 | PA      | $743142.48    | 0.03%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 08/31/2024                                                                       | CUSIP: 9128282U3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27980000 | PA      | $26749317.05  | 1.20%             | 2024-08-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 1% 11/01/2025                                                         | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    260000 | PA      | $233142.30    | 0.01%             | 2025-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.75% 04/10/2024                                                                   | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1382515.72   | 0.06%             | 2024-04-10      | Fixed         | 0.04%                 | 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        |    600000 | PA      | $601268.59    | 0.03%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 4.6% 11/01/2025                                                                | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227719.65    | 0.01%             | 2025-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.352%/VAR 04/24/2025                                                               | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1353834.90   | 0.06%             | 2025-04-24      | Variable      | 0.03%                 | 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      | $996524.75    | 0.04%             | 2027-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE DEVELOPMENT BANK                                              | COUNCIL EUROPE DEV BK 1.375% 02/27/2025                                                           | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | FR        |    910000 | PA      | $853804.85    | 0.04%             | 2025-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 5.625% 11/03/2025                                                               | CUSIP: 50064FAE4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    120000 | PA      | $122013.60    | 0.01%             | 2025-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 1.2% 03/01/2026                                                               | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1009100.74   | 0.05%             | 2026-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2% 03/03/2025                                                                      | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1044946.38   | 0.05%             | 2025-03-03      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.625% 05/22/2024                                                                       | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    730000 | PA      | $718337.33    | 0.03%             | 2024-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.748% 07/19/2023                                                    | CUSIP: 86562MBB5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    115000 | PA      | $113914.23    | 0.01%             | 2023-07-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 01/31/2024                                                                        | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    237000 | PA      | $230621.37    | 0.01%             | 2024-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.757% 09/13/2026                                                      | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1110000 | PA      | $1017295.75   | 0.05%             | 2026-09-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024                              | CUSIP: 00774MAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $709863.33    | 0.03%             | 2024-08-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 4.417% 05/25/2025                                                            | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    237000 | PA      | $236981.58    | 0.01%             | 2025-05-25      | 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      | $116832.35    | 0.01%             | 2026-09-08      | Fixed         | 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      | $221624.17    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 12/31/2024                                                                        | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15972000 | PA      | $15165289.26  | 0.68%             | 2024-12-31      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $169947.07    | 0.01%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.5% 05/15/2025                                                             | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    820000 | PA      | $802568.78    | 0.04%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG LDN BRH                                                        | DEUTSCHE BANK AG LDN BRH 3.7% 05/30/2024                                                          | CUSIP: 25152RXA6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | GB        |    930000 | PA      | $910742.17    | 0.04%             | 2024-05-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.2% 09/15/2023                                                                        | CUSIP: 717081EN9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691829.50    | 0.03%             | 2023-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.375% 08/25/2025                                                                      | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   1805000 | PA      | $1629411.55   | 0.07%             | 2025-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025                                                    | CUSIP: 09261HAT4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977326.87    | 0.04%             | 2025-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.25% 03/28/2024                                                 | CUSIP: 45906M3C3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $969705.73    | 0.04%             | 2024-03-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.5% 06/15/2025                                                       | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $226696.95    | 0.01%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.125% 08/15/2023                                                                       | CUSIP: 91282CAF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $14518.95     | 0.00%             | 2023-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 0.95% 08/15/2025                                                                     | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1211007.93   | 0.05%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                    | DISCOVERY COMMUNICATIONS LLC 4.9% 03/11/2026                                                      | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    720000 | PA      | $699782.59    | 0.03%             | 2026-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 03/31/2024                                                                        | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12030000 | PA      | $11664400.84  | 0.52%             | 2024-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026                                                    | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1520000 | PA      | $1398814.29   | 0.06%             | 2026-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.375% 07/22/2026                                                                  | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    380000 | PA      | $351499.24    | 0.02%             | 2026-07-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.25% 03/15/2024                                                                        | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7742000 | PA      | $7320726.35   | 0.33%             | 2024-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.54%/VAR 08/15/2026                                                       | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959469.34   | 0.09%             | 2026-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 1.5% 08/15/2024                                                           | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    125000 | PA      | $118743.31    | 0.01%             | 2024-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 2.7% 06/14/2024                                                              | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    440000 | PA      | $422889.29    | 0.02%             | 2024-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                 | EASTERN ENERGY GAS HOLDINGS LLC 2.5% 11/15/2024                                                   | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $2890083.29   | 0.13%             | 2024-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 2.85% 01/10/2025                                                                    | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95157.35     | 0.00%             | 2025-01-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 5.125% 09/30/2024                                                                   | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327393.59    | 0.01%             | 2024-09-30      | Fixed         | 0.05%                 | 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      | $244297.30    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 4% 07/15/2024                                                                  | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $696438.38    | 0.03%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                             | SVB FINANCIAL GROUP 1.8% 10/28/2026                                                               | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    360000 | PA      | $312715.58    | 0.01%             | 2026-10-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 2.65% 02/15/2025                                                              | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    290000 | PA      | $272248.56    | 0.01%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.15% 12/01/2025                                                                | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374520.67    | 0.02%             | 2025-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.125% 09/15/2026                                                                  | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    480000 | PA      | $442282.84    | 0.02%             | 2026-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026                                                        | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $368805.84    | 0.02%             | 2026-05-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 3.9% 06/01/2027                                                                  | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165187.34    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 3.326% 11/17/2025                                                                | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $242494.09    | 0.01%             | 2025-11-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 3.15% 04/01/2025                                                                | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1557484.22   | 0.07%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 1.532%/VAR 08/21/2026                                             | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $474288.50    | 0.02%             | 2026-08-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.7% 05/01/2025                                                   | CUSIP: 62954HAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    960000 | PA      | $895980.00    | 0.04%             | 2025-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.8% 12/01/2023                                                                 | CUSIP: 30040WAG3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474312.38    | 0.02%             | 2023-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 3.3% 01/15/2026                                                           | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    800000 | PA      | $762901.34    | 0.03%             | 2026-01-15      | Fixed         | 0.03%                 | 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        |    243840 | PA      | $230717.77    | 0.01%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                          | GE CAPITAL FUNDING LLC 3.45% 05/15/2025                                                           | CUSIP: 36166NAG8<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $318313.37    | 0.01%             | 2025-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE HOLDING LLC                                                       | GE HEALTHCARE HOLDING LLC 5.65% 11/15/2027 144A                                                   | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509923.73    | 0.02%             | 2027-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 2.1% 07/30/2023                                                                  | CUSIP: 373334KM2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    910000 | PA      | $891237.74    | 0.04%             | 2023-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.25% 09/15/2024                                                            | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500541.61    | 0.02%             | 2024-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 0.855%/VAR 02/12/2026                                               | CUSIP: 38141GXS8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $495258.51    | 0.02%             | 2026-02-12      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 1.75% 07/02/2024                                                                       | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    860000 | PA      | $823680.99    | 0.04%             | 2024-07-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 3.45% 03/01/2024                                                           | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1471185.76   | 0.07%             | 2024-03-01      | Fixed         | 0.03%                 | 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      | $504385.53    | 0.02%             | 2027-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.45% 08/04/2026                                                                        | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93722.36     | 0.00%             | 2026-08-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.056% 04/05/2025                                                             | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    550000 | PA      | $515250.26    | 0.02%             | 2025-04-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.234%/VAR 5/22/2027                                                        | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $181659.23    | 0.01%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.65% 10/15/2025                                                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $137842.38    | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS BANK PLC 4.338/VAR 05/16/2024                                                            | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2377990.20   | 0.11%             | 2024-05-16      | Variable      | 0.04%                 | 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      | $98277.23     | 0.00%             | 2026-02-14      | 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      | $114885.54    | 0.01%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 4.25% 08/01/2023                                                      | CUSIP: 694308JB4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    930000 | PA      | $918649.03    | 0.04%             | 2023-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MTR CR CO LLC 3.81% 01/09/2024                                                               | CUSIP: 345397YG2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195256.00    | 0.01%             | 2024-01-09      | Fixed         | 0.04%                 | 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      | $356220.54    | 0.02%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 3.55% 01/12/2024                                                      | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246344.09    | 0.01%             | 2024-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 5.875 8/53                                                                          | CUSIP: 020002BB6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    320000 | PA      | $294880.00    | 0.01%             | 2053-08-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | ING US INC 5.65% 05/15/2053                                                                       | CUSIP: 45685EAG1<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    310000 | PA      | $302513.50    | 0.01%             | 2053-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.35% 06/01/2025                                                               | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1019768.79   | 0.05%             | 2025-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.363% 06/06/2024                                                         | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    993000 | PA      | $969855.43    | 0.04%             | 2024-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.85% 06/15/2024                                                                       | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1819057.88   | 0.08%             | 2024-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 0.45% 09/14/2023                                                       | CUSIP: 14913R2F3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387137.42    | 0.02%             | 2023-09-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3% 06/20/2027                                                                           | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    640000 | PA      | $611233.61    | 0.03%             | 2027-06-20      | Fixed         | 0.03%                 | 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      | $827452.00    | 0.04%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 2.4% 03/07/2025                                                                 | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1140751.51   | 0.05%             | 2025-03-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 3.25% 03/07/2024                                                            | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    900000 | PA      | $885121.27    | 0.04%             | 2024-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 3.65% 01/25/2024                                                              | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    450000 | PA      | $442945.10    | 0.02%             | 2024-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.242% 02/15/2025                                                             | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1362000 | PA      | $1284775.98   | 0.06%             | 2025-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.35% 03/24/2025                                                                   | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    900000 | PA      | $876567.14    | 0.04%             | 2025-03-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.8% 03/15/2025                                                                        | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782669.54    | 0.04%             | 2025-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.95% 06/15/2025                                                                      | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617093.03    | 0.03%             | 2025-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.375% 08/15/2025                                                                | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    940000 | PA      | $911337.08    | 0.04%             | 2025-08-15      | Fixed         | 0.03%                 | 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      | $344503.38    | 0.02%             | 2026-06-03      | Fixed         | 0.01%                 | 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      | $142695.58    | 0.01%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.22/VAR 03/01/2025                                                         | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    730000 | PA      | $710727.76    | 0.03%             | 2025-03-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.8% 02/01/2024                                                      | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    520000 | PA      | $509510.23    | 0.02%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 3.875% 09/12/2023                                                          | CUSIP: 780097BD2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $419875.37    | 0.02%             | 2023-09-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.5% 11/15/2023                                                                  | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    810000 | PA      | $803584.13    | 0.04%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 0.653%/VAR 09/16/2024                                                       | CUSIP: 46647PBS4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2555664.64   | 0.11%             | 2024-09-16      | Variable      | 0.01%                 | 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      | $469682.34    | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.05% 01/10/2023                                                      | CUSIP: 02665WDC2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159553.57    | 0.01%             | 2023-01-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) SOFR 1.948%/VAR 10/21/2027                                          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2906472.42   | 0.13%             | 2027-10-21      | Variable      | 0.02%                 | 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      | $546312.46    | 0.02%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 11/30/2025                                                                       | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17339000 | PA      | $15542110.71  | 0.70%             | 2025-11-30      | Fixed         | 0.00%                 | 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      | $342672.80    | 0.02%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 3.375% 11/15/2026                                                                  | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    310000 | PA      | $296396.73    | 0.01%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINL INC                                                             | AMERIPRISE FINL INC 3% 04/02/2025                                                                 | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    820000 | PA      | $787415.30    | 0.04%             | 2025-04-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 2% 06/01/2025                                                                          | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $223942.38    | 0.01%             | 2025-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 1.15% 06/15/2025                                                                     | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $997370.85    | 0.04%             | 2025-06-15      | Fixed         | 0.01%                 | 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      | $340460.13    | 0.02%             | 2027-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.407% 03/07/2024                                                      | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $264406.35    | 0.01%             | 2024-03-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.95% 08/01/2025                                                              | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468894.37   | 0.07%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A                                                    | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $541216.82    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | 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      | $146791.88    | 0.01%             | 2026-08-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 1.05% 06/01/2025                                                                    | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $833583.11    | 0.04%             | 2025-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2% 05/31/2024                                                                           | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $842392.58    | 0.04%             | 2024-05-31      | Fixed         | 0.02%                 | 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      | $254168.77    | 0.01%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.375% 07/28/2025                                                | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2713126.29   | 0.12%             | 2025-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 4.5% 02/25/2026                                                                        | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129429.10    | 0.01%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 2.3% 08/15/2024                                                                | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106035.67    | 0.00%             | 2024-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 08/31/2026                                                                        | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  76902000 | PA      | $68298588.75  | 3.06%             | 2026-08-31      | Fixed         | 0.01%                 | 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      | $469198.46    | 0.02%             | 2026-10-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                     | ONE GAS INC 0.85% 03/11/2023                                                                      | CUSIP: 68235PAJ7<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    136000 | PA      | $135700.04    | 0.01%             | 2023-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 2.375% 06/25/2024                                                        | CUSIP: 302154CY3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    710000 | PA      | $681548.30    | 0.03%             | 2024-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023                                                        | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    684000 | PA      | $670996.45    | 0.03%             | 2023-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 4.875% 05/01/2025                                                                       | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1773396.73   | 0.08%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3% 04/01/2025                                                            | CUSIP: 89236TGX7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    860000 | PA      | $828750.52    | 0.04%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.6% 11/21/2024                                                                        | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $967423.52    | 0.04%             | 2024-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 1.35% 02/03/2027                                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $961911.82    | 0.04%             | 2027-02-03      | Fixed         | 0.01%                 | 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      | $365816.09    | 0.02%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 0.9% 03/11/2026                                                               | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    940000 | PA      | $837894.22    | 0.04%             | 2026-03-11      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 4.25% 11/15/2023                                                                    | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376231.48    | 0.02%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 0.55% 03/04/2024                                                            | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4440000 | PA      | $4204897.03   | 0.19%             | 2024-03-04      | Fixed         | 0.01%                 | 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      | $1029286.15   | 0.05%             | 2028-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 3.7% 01/15/2024                                                                    | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    190000 | PA      | $187778.90    | 0.01%             | 2024-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 2.95% 12/01/2022                                                              | CUSIP: 036752AF0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25000.00     | 0.00%             | 2022-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 2.95% 05/11/2026                                                        | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    430000 | PA      | $401328.96    | 0.02%             | 2026-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC 3.65% 02/01/2026                      | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $756892.52    | 0.03%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 3.25% 04/01/2026                                                                       | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    310000 | PA      | $295918.69    | 0.01%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 1% 09/15/2025                                                              | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    518000 | PA      | $465948.85    | 0.02%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE INC                                                    | WALGREENS BOOTS ALLIANCE INC 3.8% 11/18/2024                                                      | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    910000 | PA      | $892749.62    | 0.04%             | 2024-11-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 3.65% 09/15/2023                                                           | CUSIP: 776743AE6<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    360000 | PA      | $355687.89    | 0.02%             | 2023-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 4.333% 06/01/2023                                                        | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388348.25    | 0.02%             | 2023-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 2.85% 05/17/2024                                                       | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1149362.07   | 0.05%             | 2024-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.196% 02/04/2026                                                                       | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2490702.22   | 0.11%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 0.35% 12/07/2023                                                        | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2580157.15   | 0.12%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 3.55% 10/01/2026 144A                                                              | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    390000 | PA      | $368005.48    | 0.02%             | 2026-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 3.8% 03/15/2025                                                               | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156110.31    | 0.01%             | 2025-03-15      | Fixed         | 0.04%                 | 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      | $241042.74    | 0.01%             | 2027-04-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 3.25% 03/11/2024                                                            | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $274242.01    | 0.01%             | 2024-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4% 01/15/2025                                                            | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $515756.38    | 0.02%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 3.875% 09/15/2025                                                             | CUSIP: 002824BM1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $659790.43    | 0.03%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.15% 11/15/2025                                                                     | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1756554.05   | 0.08%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 04/20/2026                                                               | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   1250000 | PA      | $1176875.00   | 0.05%             | 2026-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 04/30/2027                                                                         | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10020000 | PA      | $8663777.37   | 0.39%             | 2027-04-30      | Fixed         | 0.01%                 | 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      | $788299.42    | 0.04%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025                                                    | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    370000 | PA      | $362775.68    | 0.02%             | 2025-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 2.85% 04/01/2025                                                            | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    389000 | PA      | $373328.85    | 0.02%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.801% 07/18/2024                                                      | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3500000 | PA      | $3360875.00   | 0.15%             | 2024-07-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.908%/VAR 04/25/2026                                                      | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1162700.48   | 0.05%             | 2026-04-25      | Variable      | 0.04%                 | 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      | $579598.99    | 0.03%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3.4% 05/06/2024                                                                 | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    385000 | PA      | $378989.03    | 0.02%             | 2024-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.7% 04/15/2024                                                                  | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1942140.50   | 0.09%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 3.25% 04/15/2025                                                                       | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773512.19    | 0.03%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 2.35% 01/15/2027                                                                 | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    270000 | PA      | $247588.07    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 2.4% 05/15/2023                                                          | CUSIP: 94106LBD0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385545.84    | 0.02%             | 2023-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                           | REYNOLDS AMERICAN INC 4.45% 06/12/2025                                                            | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    650000 | PA      | $638301.27    | 0.03%             | 2025-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 0.65% 07/15/2023                                                    | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242904.15    | 0.01%             | 2023-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.03% 01/25/2024                                                                         | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641327.58    | 0.03%             | 2024-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 2.95% 05/15/2023                                                                       | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207818.89    | 0.01%             | 2023-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.7% 01/30/2026                                                                    | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107860.23    | 0.00%             | 2026-01-30      | Fixed         | 0.04%                 | 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      | $177055.20    | 0.01%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 4.125% 05/01/2025                                                          | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $239800.00    | 0.01%             | 2025-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.633%/VAR 11/07/2025                                                           | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1487552.70   | 0.07%             | 2025-11-07      | Variable      | 0.03%                 | 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      | $100875.51    | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP                                                               | SITE CENTERS CORP 3.625% 02/01/2025                                                               | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    320000 | PA      | $301964.09    | 0.01%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.083/VAR 04/22/2026                                                        | CUSIP: 46647PBK1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1393520.52   | 0.06%             | 2026-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                         | GLAXOSMITHKLINE CAP PLC 3% 06/01/2024                                                             | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $234359.82    | 0.01%             | 2024-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.6% 03/09/2026                                                                     | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739424.52    | 0.03%             | 2026-03-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                   | SEMPRA ENERGY 3.25% 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1067818.87   | 0.05%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3.65% 03/15/2024                                                                      | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    360000 | PA      | $353956.41    | 0.02%             | 2024-03-15      | Fixed         | 0.04%                 | 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      | $779799.87    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | 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      | $287725.41    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | 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      | $331666.53    | 0.01%             | 2027-01-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.5% 12/16/2025                                                               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1283768.66   | 0.06%             | 2025-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                            | SABRA HEALTH CARE LP 5.125% 08/15/2026                                                            | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    210000 | PA      | $198166.18    | 0.01%             | 2026-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025                                                      | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1309960.96   | 0.06%             | 2025-10-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 1.3% 09/15/2026                                                               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $96681.15     | 0.00%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028                                              | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $442642.59    | 0.02%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 1.15% 05/15/2026                                                           | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    886000 | PA      | $797403.13    | 0.04%             | 2026-05-15      | Fixed         | 0.01%                 | 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        |   1260000 | PA      | $1153761.07   | 0.05%             | 2027-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 04/30/2026                                                                        | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91101000 | PA      | $81656388.06  | 3.66%             | 2026-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.179% 11/19/2025                                                              | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $392925.42    | 0.02%             | 2025-11-19      | Fixed         | 0.05%                 | 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      | $246827.56    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.125% 11/14/2023                                                  | CUSIP: 515110BV5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   3350000 | PA      | $3297140.89   | 0.15%             | 2023-11-14      | Fixed         | 0.03%                 | 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      | $1120671.15   | 0.05%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 4% 11/15/2025                                                                 | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    480000 | PA      | $464774.01    | 0.02%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 0.875% 01/20/2026                                                            | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2060000 | PA      | $1830537.86   | 0.08%             | 2026-01-20      | 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        |  11420000 | PA      | $9722167.13   | 0.44%             | 2027-10-31      | Fixed         | 0.01%                 | 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      | $200538.91    | 0.01%             | 2026-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 03/31/2027                                                                         | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25440000 | PA      | $24023906.31  | 1.08%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 3.25% 08/15/2026                                                               | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    600000 | PA      | $562674.71    | 0.03%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 1.35% 07/15/2025                                                                 | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    439000 | PA      | $399512.11    | 0.02%             | 2025-07-15      | Fixed         | 0.01%                 | 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      | $99822.73     | 0.00%             | 2027-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 2.8% 03/01/2023                                                                         | CUSIP: 097023BW4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59646.50     | 0.00%             | 2023-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 0.976/VAR 05/24/2025                                                            | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1839791.46   | 0.08%             | 2025-05-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FMS WERTMANAGEMENT                                                              | FMS WERTMANAGEMENT 2.75% 01/30/2024                                                               | CUSIP: 30254WAP4<br>LEI: HZFDOR6TCRSIQLKQTX32 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $195651.96    | 0.01%             | 2024-01-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 05/31/2024                                                                         | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73810000 | PA      | $71587050.21  | 3.21%             | 2024-05-31      | 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      | $203380.45    | 0.01%             | 2027-08-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                       | CREDIT SUISSE AG NY BRNCH 1.25% 08/07/2026                                                        | CUSIP: 22550L2G5<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |    430000 | PA      | $340870.73    | 0.02%             | 2026-08-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 5.2% 05/12/2026                                                              | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193917.95    | 0.01%             | 2026-05-12      | Fixed         | 0.05%                 | 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      | $1243054.55   | 0.06%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.625% 11/01/2025                                                              | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1373642.64   | 0.06%             | 2025-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/15/2024                                                                       | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21390000 | PA      | $19908575.44  | 0.89%             | 2024-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 0.768%/VAR 08/09/2025                                                       | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1937433.04   | 0.09%             | 2025-08-09      | Variable      | 0.01%                 | 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      | $404772.89    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY CORP                                                               | KIMCO REALTY CORP 3.3% 02/01/2025                                                                 | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1568443.00   | 0.07%             | 2025-02-01      | Fixed         | 0.03%                 | 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      | $252188.15    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SVS                                                          | DISCOVER FINANCIAL SVS 4.5% 01/30/2026                                                            | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96264.01     | 0.00%             | 2026-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                 | CAPITAL ONE NATL ASN MCLEAN VA 3.375% 02/15/2023                                                  | CUSIP: 140420NB2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647834.37    | 0.03%             | 2023-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 3.5% 06/10/2024                                                                      | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $214238.12    | 0.01%             | 2024-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 1.05% 03/08/2024                                                         | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $971534.46    | 0.04%             | 2024-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.125% 12/31/2022                                                                       | CUSIP: 91282CBD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5000 | PA      | $4984.18      | 0.00%             | 2022-12-31      | Fixed         | 0.00%                 | 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        |    350000 | PA      | $321804.89    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 2.75% 01/15/2023                                                                   | CUSIP: 00912XAX2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99613.83     | 0.00%             | 2023-01-15      | Fixed         | 0.03%                 | 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      | $357487.46    | 0.02%             | 2026-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023                                                          | CUSIP: 89236TGW9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    510000 | PA      | $507031.16    | 0.02%             | 2023-03-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 4.2% 11/01/2025                                                         | CUSIP: 69349LAQ1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    560000 | PA      | $548975.82    | 0.02%             | 2025-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1.2% 07/08/2025                                                       | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    505000 | PA      | $461194.33    | 0.02%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 3.5% 03/01/2024                                                           | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286200.01    | 0.01%             | 2024-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 2.67% 09/01/2023                                                         | CUSIP: 595017AZ7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782344.00    | 0.04%             | 2023-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.875% 09/11/2023                                                               | CUSIP: 50064FAK0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $993600.00    | 0.04%             | 2023-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 2.2% 11/15/2024                                                         | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    700000 | PA      | $665285.40    | 0.03%             | 2024-11-15      | Fixed         | 0.02%                 | 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      | $302138.38    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HLDGS INC                                                         | ZIMMER BIOMET HLDGS INC 3.55% 04/01/2025                                                          | CUSIP: 98956PAF9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    870000 | PA      | $840939.89    | 0.04%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                               | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $422222.02    | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 4% 09/22/2024                                                                  | CUSIP: 698299BD5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    810000 | PA      | $795723.75    | 0.04%             | 2024-09-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 1.241%/VAR 07/10/2024                                                       | CUSIP: 60687YBF5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    880000 | PA      | $855011.85    | 0.04%             | 2024-07-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 0.625% 07/15/2025                                                         | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    750000 | PA      | $683477.93    | 0.03%             | 2025-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 1.375% 10/16/2024                                                                   | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1610323.60   | 0.07%             | 2024-10-16      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 0.8% 06/03/2025                                                                    | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $1980976.80   | 0.09%             | 2025-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.2% 10/29/2025                                                        | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    640000 | PA      | $620589.36    | 0.03%             | 2025-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC DEL                                                      | BERKSHIRE HATHAWAY INC DEL 3.125% 03/15/2026                                                      | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1080920.13   | 0.05%             | 2026-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.5% 12/01/2024                                                            | CUSIP: 12513GBA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99860.00     | 0.00%             | 2024-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.945% 08/04/2025                                                    | CUSIP: 13607H6M9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $515574.34    | 0.02%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.4% 02/22/2024                                                               | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196750.12    | 0.01%             | 2024-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 2.25% 04/28/2025                                                                 | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    945000 | PA      | $879592.41    | 0.04%             | 2025-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 0.55% 10/29/2025                                                            | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    640000 | PA      | $574948.99    | 0.03%             | 2025-10-29      | Fixed         | 0.01%                 | 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      | $1038430.70   | 0.05%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP VAR 05/15/2024                                                                 | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2131175.67   | 0.10%             | 2024-05-15      | Variable      | 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      | $165239.51    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                   | WELLTOWER INC 3.625% 03/15/2024                                                                   | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1058041.70   | 0.05%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.375% 07/01/2025                                                                  | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2104405.29   | 0.09%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                     | LENNAR CORP 4.75% 05/30/2025                                                                      | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392067.71    | 0.02%             | 2025-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 2.375% 01/28/2025                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1208408.20   | 0.05%             | 2025-01-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                                                               | MARATHON OIL CORP 4.4% 07/15/2027                                                                 | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    390000 | PA      | $376946.29    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.6% 02/06/2024                                                                | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447770.40    | 0.02%             | 2024-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.45% 02/19/2026                                                                  | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1240896.52   | 0.06%             | 2026-02-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 3% 09/15/2024                                                                           | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181724.95    | 0.01%             | 2024-09-15      | Fixed         | 0.03%                 | 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      | $2682013.41   | 0.12%             | 2027-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 3.222% 08/15/2024                                                                | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1639555.84   | 0.07%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.02% 06/15/2026                                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    630000 | PA      | $643390.83    | 0.03%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KOHLS CORP                                                                      | KOHLS CORP 9.5% 05/15/2025                                                                        | CUSIP: 500255AW4<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $300295.00    | 0.01%             | 2025-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 1.45% 03/20/2026                                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1120718.98   | 0.05%             | 2026-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023                              | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    390000 | PA      | $386495.53    | 0.02%             | 2023-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.25% 04/01/2025                                                            | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116656.74    | 0.01%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 3.8% 08/15/2025                                                                    | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    583000 | PA      | $575234.18    | 0.03%             | 2025-08-15      | Fixed         | 0.04%                 | 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        |    450000 | PA      | $456463.97    | 0.02%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 0.625% 01/21/2026                                                            | CUSIP: 683234AS7<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    900000 | PA      | $800672.13    | 0.04%             | 2026-01-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 10/31/2024                                                                         | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11247000 | PA      | $10655653.88  | 0.48%             | 2024-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 1.625% 10/15/2024                                                                      | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    800000 | PA      | $758756.47    | 0.03%             | 2024-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 3.25% 06/01/2025                                              | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1228824.19   | 0.06%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 3.5% 08/15/2027 144A                                                           | CUSIP: 30303M8B1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $977331.62    | 0.04%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.141% 05/11/2023                                                                | CUSIP: 166764BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $689544.22    | 0.03%             | 2023-05-11      | Fixed         | 0.01%                 | 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      | $383511.07    | 0.02%             | 2026-11-01      | Fixed         | 0.03%                 | 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      | $887650.00    | 0.04%             | 2026-04-09      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                         | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584509.25    | 0.03%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 3.95% 06/30/2025                                                         | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474133.85   | 0.07%             | 2025-06-30      | 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      | $259834.50    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION SOFR 0.981%/VAR 09/25/25                                              | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1832058.02   | 0.08%             | 2025-09-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 0.125% 10/16/2023                                                                     | CUSIP: 3137EAEY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1919659.14   | 0.09%             | 2023-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.5% 08/28/2024                                                  | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    850000 | PA      | $807269.45    | 0.04%             | 2024-08-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.5% 02/09/2025                                                                         | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055799.54   | 0.05%             | 2025-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 0.45% 08/15/2025                                                                     | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    850000 | PA      | $767400.16    | 0.03%             | 2025-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3% 06/30/2024                                                                           | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28260000 | PA      | $27593240.63  | 1.24%             | 2024-06-30      | 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      | $553289.07    | 0.02%             | 2027-03-08      | Fixed         | 0.04%                 | 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      | $341690.07    | 0.02%             | 2026-06-01      | Fixed         | 0.05%                 | 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      | $1910050.57   | 0.09%             | 2028-06-02      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 2.279%/VAR 11/24/2027                                                        | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1032137.76   | 0.05%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 2.375% 11/15/2024                                                           | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    290000 | PA      | $276972.32    | 0.01%             | 2024-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 0.55% 10/01/2025                                                       | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    340000 | PA      | $302070.77    | 0.01%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.3% 10/30/2024                                                        | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426014.05    | 0.02%             | 2024-10-30      | 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      | $88965.62     | 0.00%             | 2025-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 3.35% 11/01/2025                                                                         | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    760000 | PA      | $732814.89    | 0.03%             | 2025-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.864%/VAR 07/23/2024                                                 | CUSIP: 06051GHL6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98966.32     | 0.00%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 2.93% 01/15/2025                                                            | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1403877.05   | 0.06%             | 2025-01-15      | Fixed         | 0.03%                 | 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      | $243125.43    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 3.9% 04/01/2025                                                         | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    420000 | PA      | $414398.22    | 0.02%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 3% 03/15/2025                                                                       | CUSIP: 12572QAG0<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    310000 | PA      | $299963.75    | 0.01%             | 2025-03-15      | Fixed         | 0.03%                 | 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      | $686078.78    | 0.03%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 4.927/VAR 05/10/2028                                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1592453.72   | 0.07%             | 2028-05-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                   | STELLANTIS NV 5.25% 04/15/2023                                                                    | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    620000 | PA      | $617619.20    | 0.03%             | 2023-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 02/29/2024                                                                         | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1590000 | PA      | $1530002.34   | 0.07%             | 2024-02-29      | 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      | $433903.17    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 0.5% 10/28/2025                                                  | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3492218.42   | 0.16%             | 2025-10-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNGARY REPUBLIC OF                                                             | HUNGARY REPUBLIC OF 5.75% 11/22/2023                                                              | CUSIP: 445545AJ5<br>LEI: 5299008DH62LEB10JK83 | Long             | DBT              | NUSS              | HU        |    110000 | PA      | $109986.25    | 0.00%             | 2023-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                                                    | FEDERAL REALTY INVESTMENT TR 1.25% 02/15/2026                                                     | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256800.86    | 0.01%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                  | SHELL INTL FIN B V 3.5% 11/13/2023                                                                | CUSIP: 822582BZ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2460000 | PA      | $2428647.57   | 0.11%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 0.25% 09/29/2023                                                           | CUSIP: 00254ENC2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |   2834000 | PA      | $2728883.79   | 0.12%             | 2023-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC NEW                                                                   | ONEOK INC NEW 7.5% 09/01/2023                                                                     | CUSIP: 682680AR4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    670000 | PA      | $677185.58    | 0.03%             | 2023-09-01      | Fixed         | 0.07%                 | 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        |    550000 | PA      | $518463.00    | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | 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      | $505312.52    | 0.02%             | 2027-05-03      | 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      | $582669.39    | 0.03%             | 2027-06-06      | Fixed         | 0.04%                 | 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      | $1256939.73   | 0.06%             | 2027-06-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 3.1% 07/30/2025                                                             | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    370000 | PA      | $356781.16    | 0.02%             | 2025-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4196791 | NS      | $4197630.06   | 0.19%             |  |  |  | No            |                  1 | 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        |   1050000 | PA      | $1028055.45   | 0.05%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.1% 01/17/2024                                                          | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1498136.16   | 0.07%             | 2024-01-17      | Fixed         | 0.05%                 | 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      | $447340.04    | 0.02%             | 2026-06-03      | Fixed         | 0.04%                 | 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      | $519831.58    | 0.02%             | 2027-06-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025                                                       | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    931000 | PA      | $893252.00    | 0.04%             | 2025-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.25% 05/15/2023                                                         | CUSIP: 37045XAL0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69748.47     | 0.00%             | 2023-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 0.75% 01/28/2026                                                        | CUSIP: 06406RAQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    540000 | PA      | $480211.63    | 0.02%             | 2026-01-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 3.65% 02/04/2024                                                        | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2515623.53   | 0.11%             | 2024-02-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 1.45% 10/02/2023                                                                    | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386269.88    | 0.02%             | 2023-10-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 3% 09/27/2023                                                    | CUSIP: 459058GL1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482649.74    | 0.02%             | 2023-09-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 0.375% 09/23/2025                                                                     | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1156000 | PA      | $1040222.48   | 0.05%             | 2025-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 1.625% 01/15/2025                                                | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3017089.05   | 0.14%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.875% 01/31/2024                                                                       | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55970000 | PA      | $53582529.69  | 2.40%             | 2024-01-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 2.954% 05/16/2026                                                                | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $772156.44    | 0.03%             | 2026-05-16      | Fixed         | 0.03%                 | 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      | $94203.35     | 0.00%             | 2026-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 06/30/2027                                                                         | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52100000 | PA      | $44783613.15  | 2.01%             | 2027-06-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL 4.75% 05/15/2025                                                                 | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    440000 | PA      | $435919.65    | 0.02%             | 2025-05-15      | Fixed         | 0.05%                 | 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      | $326002.00    | 0.01%             | 2026-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB DE CV                                                        | GRUPO TELEVISA SAB DE CV 6.625% 03/18/2025                                                        | CUSIP: 40049JAV9<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    290000 | PA      | $295763.75    | 0.01%             | 2025-03-18      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 3.375% 05/15/2024                                                                    | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527953.18    | 0.02%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 5.501%/VAR 08/09/2028                                                        | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193663.86    | 0.01%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 1.375% 01/15/2026                                                                        | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    330000 | PA      | $293156.09    | 0.01%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5% 11/24/2025                                                                      | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1250915.08   | 0.06%             | 2025-11-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.9% 03/12/2024                                                          | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196228.17    | 0.01%             | 2024-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 2.839%/VAR 07/16/2025                                                       | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $190371.49    | 0.01%             | 2025-07-16      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 2.75% 03/15/2027 144A                                                                 | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553042.85    | 0.02%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 2.35% 12/15/2022                                                                      | CUSIP: 931142DU4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40975.80     | 0.00%             | 2022-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                   | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                            | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $602771.60    | 0.03%             | 2026-03-25      | Fixed         | 0.02%                 | 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      | $511499.31    | 0.02%             | 2027-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | ROYAL BK SCOTLND GRP PLC(UNGTD 3ML+176.2 03/22/2025                                               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194606.58    | 0.01%             | 2025-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025                                                | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990394.81    | 0.04%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE VAR/4.338 10/05/2028                                                         | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1618516.75   | 0.07%             | 2028-10-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 0.375% 09/03/2025                                                          | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |   3275000 | PA      | $2940084.38   | 0.13%             | 2025-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 0.75% 12/15/2025                                                                    | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    590000 | PA      | $521948.00    | 0.02%             | 2025-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.25% 06/15/2026                                                                          | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1716273.57   | 0.08%             | 2026-06-15      | Fixed         | 0.05%                 | 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      | $231533.74    | 0.01%             | 2026-09-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMENT CANADA                                                       | EXPORT DEVELOPMENT CANADA 2.625% 02/21/2024                                                       | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194854.00    | 0.01%             | 2024-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 3.125% 12/01/2025                                                           | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $508938.23    | 0.02%             | 2025-12-01      | 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        |  24980000 | PA      | $23708556.97  | 1.06%             | 2027-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 0.849%/VAR 09/08/2024                                                       | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1708000 | PA      | $1640834.81   | 0.07%             | 2024-09-08      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                               | INTL FIN CORP 0.375% 07/16/2025                                                                   | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | US        |    490000 | PA      | $443971.95    | 0.02%             | 2025-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.95% 03/15/2024                                                                       | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $706828.59    | 0.03%             | 2024-03-15      | 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      | $256607.19    | 0.01%             | 2026-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 4.2% 01/21/2024                                                           | CUSIP: 718286BY2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   1300000 | PA      | $1285518.00   | 0.06%             | 2024-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RETAIL PROPERTIES INC                                                  | NATIONAL RETAIL PPTYS INC 4% 11/15/2025                                                           | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $230678.01    | 0.01%             | 2025-11-15      | Fixed         | 0.04%                 | 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        |   1080000 | PA      | $925936.66    | 0.04%             | 2027-08-21      | Fixed         | 0.01%                 | 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      | $260112.20    | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.044/VAR 06/01/2024                                                                | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208307.97    | 0.01%             | 2024-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 2.95% 03/15/2025                                                              | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823972.77    | 0.04%             | 2025-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $467618.16    | 0.02%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 2.65% 06/12/2024                                                            | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1550000 | PA      | $1498994.65   | 0.07%             | 2024-06-12      | Fixed         | 0.03%                 | 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      | $190873.43    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1% 12/15/2024                                                                           | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36690000 | PA      | $34320915.33  | 1.54%             | 2024-12-15      | Fixed         | 0.01%                 | 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      | $1012520.21   | 0.05%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 3.75% 01/24/2024                                                           | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    960000 | PA      | $946729.94    | 0.04%             | 2024-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 3.75% 03/26/2025                                                             | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $354571.77    | 0.02%             | 2025-03-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 01/31/2026                                                                       | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56607000 | PA      | $50475312.21  | 2.26%             | 2026-01-31      | Fixed         | 0.00%                 | 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        |    890000 | PA      | $827729.30    | 0.04%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 2.5% 05/23/2024                                                       | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $193514.21    | 0.01%             | 2024-05-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.95% 11/17/2025                                                                   | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2481496.31   | 0.11%             | 2025-11-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.9% 10/01/2024                                                                 | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    780000 | PA      | $749160.66    | 0.03%             | 2024-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 2.375% 01/19/2023                                                                      | CUSIP: 3135G0T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    380000 | PA      | $378926.04    | 0.02%             | 2023-01-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.147% 08/18/2025                                                              | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $198732.53    | 0.01%             | 2025-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.5% 10/15/2024                                                          | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   2050000 | PA      | $1980484.50   | 0.09%             | 2024-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                       | PNC BANK NA PITTSBURGH PA 3.25% 06/01/2025                                                        | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1004977.68   | 0.05%             | 2025-06-01      | Fixed         | 0.03%                 | 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      | $291360.33    | 0.01%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 1% 04/23/2026                                                               | CUSIP: 742718FP9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    550000 | PA      | $494113.31    | 0.02%             | 2026-04-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 0.25% 09/29/2023                                             | CUSIP: 04522KAC0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   1000000 | PA      | $962738.91    | 0.04%             | 2023-09-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 03/19/2024                                                  | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243295.00    | 0.01%             | 2024-03-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                       | CREDIT SUISSE AG NY BRNCH 2.95% 04/09/2025                                                        | CUSIP: 22550L2C4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1334711.07   | 0.06%             | 2025-04-09      | Fixed         | 0.03%                 | 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      | $545593.99    | 0.02%             | 2027-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 4.5% 07/23/2025                                                               | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    448000 | PA      | $428934.74    | 0.02%             | 2025-07-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FNMA 0.5% 06/17/2025                                                                              | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5180000 | PA      | $4717362.13   | 0.21%             | 2025-06-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.936% 10/16/2023                                                    | CUSIP: 86562MBF6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1740000 | PA      | $1720157.51   | 0.08%             | 2023-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.8% 02/14/2024                                                                  | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    690000 | PA      | $678221.84    | 0.03%             | 2024-02-14      | Fixed         | 0.04%                 | 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      | $978499.77    | 0.04%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                                                                | EXXON MOBIL CORP 2.019% 08/16/2024                                                                | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3098274.46   | 0.14%             | 2024-08-16      | Fixed         | 0.02%                 | 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      | $461144.43    | 0.02%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 2.392% 01/23/2026                                                                | CUSIP: 715638DE9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    110000 | PA      | $102300.00    | 0.00%             | 2026-01-23      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 0.7% 02/08/2026                                                                         | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $981814.55    | 0.04%             | 2026-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 10/15/2024                                                                       | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38120000 | PA      | $35557323.53  | 1.59%             | 2024-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 3.4% 03/01/2026                                                      | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    610000 | PA      | $585057.53    | 0.03%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC SOFR 0.732%/VAR 08/17/2024                                                      | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $765850.10    | 0.03%             | 2024-08-17      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 1.5% 05/01/2025                                                            | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $703062.37    | 0.03%             | 2025-05-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.5% 04/27/2026                                                              | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   2690000 | PA      | $2522278.50   | 0.11%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024                                                       | CUSIP: 46647PAU0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    860000 | PA      | $850916.49    | 0.04%             | 2024-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.165% 07/15/2027                                                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1350673.74   | 0.06%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4% 04/17/2025                                                                   | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    490000 | PA      | $482076.49    | 0.02%             | 2025-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 3.95% 05/23/2025                                                                       | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430783.14    | 0.02%             | 2025-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 3.125% 03/27/2025                                                               | CUSIP: 168863BW7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    320000 | PA      | $309760.00    | 0.01%             | 2025-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 0.375% 01/12/2024                                                       | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1616208.45   | 0.07%             | 2024-01-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC (UNGTD)                                                       | NATWEST GRP PLC(UNGTD) 5.516%/VAR 09/30/2028                                                      | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196474.93    | 0.01%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                      | SHIRE ACQ INV IRELAND DA 3.2% 09/23/2026                                                          | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    480000 | PA      | $452265.32    | 0.02%             | 2026-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.559%/VAR 04/23/24                                                         | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99302.92     | 0.00%             | 2024-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO VAR 10/15/2025                                                      | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1308498.28   | 0.06%             | 2025-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 0.75% 11/01/2023                                                      | CUSIP: 025537AQ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    880000 | PA      | $843217.01    | 0.04%             | 2023-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 4.375% 09/11/2024                                                            | CUSIP: 06738EAC9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1188221.61   | 0.05%             | 2024-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 2.875% 05/01/2024                                                          | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1755998.31   | 0.08%             | 2024-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 11/15/2024                                                                        | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47810000 | PA      | $44573487.23  | 2.00%             | 2024-11-15      | Fixed         | 0.01%                 | 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      | $358184.14    | 0.02%             | 2026-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 3.75% 12/06/2023                                                            | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1177969.48   | 0.05%             | 2023-12-06      | 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      | $948623.61    | 0.04%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 3.625% 05/15/2025                                                     | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980419.49    | 0.04%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                      | PINNACLE WEST CAPITAL CORP 1.3% 06/15/2025                                                        | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126320.05    | 0.01%             | 2025-06-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.625% 01/15/2025                                                             | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    700000 | PA      | $675263.38    | 0.03%             | 2025-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 03/15/2025                                                                        | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29930000 | PA      | $28314067.33  | 1.27%             | 2025-03-15      | Fixed         | 0.02%                 | 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      | $155874.18    | 0.01%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.455% 03/02/2023                                                      | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $896708.87    | 0.04%             | 2023-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.2% 01/25/2023                                                             | CUSIP: 46625HJH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     47000 | PA      | $46908.81     | 0.00%             | 2023-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                               | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2512000 | PA      | $2208790.04   | 0.10%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.375% 09/01/2026                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258508.36    | 0.01%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 4.375% 08/04/2025                                                        | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    360000 | PA      | $349845.58    | 0.02%             | 2025-08-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 0.584% 06/14/2024                                                                     | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1410207.51   | 0.06%             | 2024-06-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 1.65% 06/22/2025                                                                      | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217257.96    | 0.01%             | 2025-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 3.25% 01/05/2023                                                         | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49913.43     | 0.00%             | 2023-01-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                               | KEYBANK NATL ASSN 3.3% 06/01/2025                                                                 | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1156310.02   | 0.05%             | 2025-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 2.348% 01/15/2025                                                    | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $755358.42    | 0.03%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.7% 01/30/2024                                                                    | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $602920.72    | 0.03%             | 2024-01-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 04/30/2027                                                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42130000 | PA      | $40194653.13  | 1.80%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.75% 02/25/2026                                                    | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1132208.40   | 0.05%             | 2026-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 3.5% 04/01/2025                                                                | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    630000 | PA      | $607861.88    | 0.03%             | 2025-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 2.95% 03/01/2027                                                              | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102724.73    | 0.00%             | 2027-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                                       | CREDIT SUISSE AG NY BRNCH 5% 07/09/2027                                                           | CUSIP: 22550L2K6<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |    520000 | PA      | $462874.50    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.5% 04/01/2025                                                                       | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1607972.64   | 0.07%             | 2025-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.999%/VAR 03/10/2026                                                           | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4666324.10   | 0.21%             | 2026-03-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.5% 07/01/2024                                                                       | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    570000 | PA      | $560900.31    | 0.03%             | 2024-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 2.5% 08/15/2024                                                             | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95864.49     | 0.00%             | 2024-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 1.849% 03/25/2026                                                              | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1057565.12   | 0.05%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $526413.70    | 0.02%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.85% 04/09/2025                                                                      | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977870.85    | 0.04%             | 2025-04-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 3.4% 02/11/2024                                                               | CUSIP: 064159MK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1149834.68   | 0.05%             | 2024-02-11      | Fixed         | 0.03%                 | 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        |    300000 | PA      | $274029.06    | 0.01%             | 2028-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LA LLC 2.4% 10/01/2026                                                                    | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    490000 | PA      | $446057.10    | 0.02%             | 2026-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 0.375% 09/04/2025                                                         | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    460000 | PA      | $414664.94    | 0.02%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 3.15% 06/15/2023                                                                    | CUSIP: 020002AZ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99095.67     | 0.00%             | 2023-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 2.894%/VAR 02/04/2030                                                        | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    630000 | PA      | $573057.49    | 0.03%             | 2030-02-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                               | VALE OVERSEAS LTD 6.25% 08/10/2026                                                                | CUSIP: 91911TAP8<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    640000 | PA      | $657120.00    | 0.03%             | 2026-08-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 3.75% 11/14/2023                                                                       | CUSIP: 00287YBC2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2201231.44   | 0.10%             | 2023-11-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 1.2% 08/05/2025                                                             | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $998156.87    | 0.04%             | 2025-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 4.375% 10/01/2025                                                                | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289060.91    | 0.01%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.3% 03/26/2027                                                                    | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327412.52    | 0.01%             | 2027-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 1.5% 02/12/2025                                                                       | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   1590000 | PA      | $1495241.58   | 0.07%             | 2025-02-12      | Fixed         | 0.01%                 | 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      | $831112.53    | 0.04%             | 2027-03-02      | Variable      | 0.01%                 | 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      | $261505.88    | 0.01%             | 2026-06-30      | Fixed         | 0.04%                 | 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      | $292968.77    | 0.01%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 3.6% 09/11/2024                                                                    | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1337663.09   | 0.06%             | 2024-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC VAR/3.887 01/10/2028                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1065934.65   | 0.05%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 1.474% 07/08/2025                                                    | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1367498.73   | 0.06%             | 2025-07-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.459% 09/15/2026                                                                    | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    691000 | PA      | $652639.04    | 0.03%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 2.85% 05/13/2026                                                             | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    330000 | PA      | $311368.59    | 0.01%             | 2026-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING CO                                                      | GE CAPITAL INTL FUNDING CO 3.373% 11/15/2025                                                      | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    550000 | PA      | $527476.24    | 0.02%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.4% 11/10/2025                                                          | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525306.43   | 0.07%             | 2025-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | MICROCHIP TECHNOLOGY INC 4.25% 09/01/2025                                                         | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $583657.01    | 0.03%             | 2025-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP                                                      | RAYTHEON TECHNOLOGIES CORP 3.95% 08/16/2025                                                       | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1298093.03   | 0.06%             | 2025-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.9% 01/29/2024                                                        | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1251733.13   | 0.06%             | 2024-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.65% 03/15/2026                                                                        | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $333945.81    | 0.01%             | 2026-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                                        | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                            | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    840000 | PA      | $787886.25    | 0.04%             | 2026-07-15      | Fixed         | 0.03%                 | 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        |    800000 | PA      | $775860.94    | 0.03%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.727%/VAR 10/21/2026                                                              | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021687.21   | 0.05%             | 2026-10-21      | Variable      | 0.06%                 | 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      | $428361.37    | 0.02%             | 2026-10-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.7% 05/01/2025                                                           | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1660702.79   | 0.07%             | 2025-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 08/15/2024                                                                       | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27636000 | PA      | $25781365.17  | 1.16%             | 2024-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 3.5% 02/01/2025                                                               | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2431517.49   | 0.11%             | 2025-02-01      | Fixed         | 0.04%                 | 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      | $4046046.89   | 0.18%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 2.9% 05/20/2024                                                                      | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $995346.59    | 0.04%             | 2024-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 3% 11/20/2025                                                                   | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $974515.47    | 0.04%             | 2025-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.35% 05/15/2024                                                           | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    880000 | PA      | $863034.70    | 0.04%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 0.55% 09/01/2025                                                              | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $908858.60    | 0.04%             | 2025-09-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.4% 06/10/2025                                                                     | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137686.31    | 0.01%             | 2025-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 2.438%/VAR 02/05/2026                                                    | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $184976.32    | 0.01%             | 2026-02-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 2% 07/28/2026                                                               | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    280000 | PA      | $256747.07    | 0.01%             | 2026-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 11/30/2023                                                                         | CUSIP: 91282CDM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16000 | PA      | $15339.38     | 0.00%             | 2023-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO 0.805%/VAR 05/19/2025                                                          | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2330075.00   | 0.10%             | 2025-05-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 1.653% 07/14/2026                                                             | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1011758.59   | 0.05%             | 2026-07-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 2.55% 07/16/2024                                                             | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1144980.61   | 0.05%             | 2024-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 3.5% 04/15/2024                                                       | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97193.49     | 0.00%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.25% 04/15/2025                                                                      | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    313000 | PA      | $297682.59    | 0.01%             | 2025-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 1% 09/10/2025                                                         | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1312822.47   | 0.06%             | 2025-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.8% 11/10/2025                                                                       | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1280373.21   | 0.06%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                               | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $132339.39    | 0.01%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 1.25% 02/17/2026                                                                | CUSIP: 465410CA4<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    910000 | PA      | $785422.41    | 0.04%             | 2026-02-17      | Fixed         | 0.01%                 | 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      | $263978.34    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | 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      | $170331.67    | 0.01%             | 2027-01-15      | Fixed         | 0.03%                 | 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      | $101284.59    | 0.00%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 3.25% 12/01/2024                                                         | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192896.17    | 0.01%             | 2024-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4% 04/15/2025                                                                       | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2821698.10   | 0.13%             | 2025-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC (UNGTD)                                                            | BARCLAYS PLC (UNGTD) 4.375% 01/12/2026                                                            | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $500113.91    | 0.02%             | 2026-01-12      | Fixed         | 0.04%                 | 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        |    800000 | PA      | $668241.98    | 0.03%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 02/28/2026                                                                         | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 182381000 | PA      | $162839160.36 | 7.30%             | 2026-02-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34600000 | PA      | $32967312.50  | 1.48%             | 2027-07-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.106%/VAR 04/08/2026                                                               | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1934998.04   | 0.09%             | 2026-04-08      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.15% 03/01/2026                                                                 | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $717633.77    | 0.03%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.875% 01/15/2026                                                               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $735643.74    | 0.03%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 2.4% 11/15/2026                                                         | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    210000 | PA      | $194986.60    | 0.01%             | 2026-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 1.6% 10/04/2026                                                                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $263807.09    | 0.01%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 1.412% 07/17/2025                                                      | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    730000 | PA      | $661423.52    | 0.03%             | 2025-07-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 1.85% 07/30/2026                                                         | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109169.13    | 0.00%             | 2026-07-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 3.875% 04/23/2025                                                        | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $231420.00    | 0.01%             | 2025-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.7% 02/12/2025                                                                    | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2054448.65   | 0.09%             | 2025-02-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 1.75% 03/01/2026                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    840000 | PA      | $749798.20    | 0.03%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 4.5% 05/15/2025                                                                        | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98960.92     | 0.00%             | 2025-05-15      | 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      | $88581.78     | 0.00%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                      | MIZUHO FINL GROUP INC 2.226%/VAR 05/25/2026                                                       | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $183912.38    | 0.01%             | 2026-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                    | SABINE PASS LIQUEFACTION LLC 5.625% 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052615.25   | 0.05%             | 2025-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.108% 06/08/2027                                                           | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $502133.76    | 0.02%             | 2027-06-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                       | BAIDU INC 4.375% 05/14/2024                                                                       | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    700000 | PA      | $687932.00    | 0.03%             | 2024-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4% 09/15/2025                                                                    | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740960.01    | 0.03%             | 2025-09-15      | 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      | $493563.89    | 0.02%             | 2027-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 4.5% 07/17/2025                                                           | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1244075.79   | 0.06%             | 2025-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA                                        | TRANE TECHNOLOGIES LUXEMBOURG FINANCE SA 3.5% 03/21/2026                                          | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    310000 | PA      | $293413.54    | 0.01%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 3.875% 03/15/2024                                                      | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    732000 | PA      | $722066.91    | 0.03%             | 2024-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 3.65% 03/01/2026                                                              | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203300.46    | 0.01%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025                                                  | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    410000 | PA      | $384826.53    | 0.02%             | 2025-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 07/31/2024                                                                        | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2916000 | PA      | $2786944.23   | 0.12%             | 2024-07-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 2.95% 01/15/2023                                                      | CUSIP: 136385AW1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    645000 | PA      | $644465.56    | 0.03%             | 2023-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.7% 10/05/2023                                                              | CUSIP: 78013XW20<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    560000 | PA      | $554773.90    | 0.02%             | 2023-10-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 02/15/2023                                                                       | CUSIP: 912828Z86<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $1987.82      | 0.00%             | 2023-02-15      | Fixed         | 0.01%                 | 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      | $991952.02    | 0.04%             | 2027-11-01      | Fixed         | 0.05%                 | 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      | $95136.39     | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                      | DCP MIDSTREAM OPER LP 5.375% 07/15/2025                                                           | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98757.77     | 0.00%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 2.875% 04/06/2025                                                                     | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    700000 | PA      | $673219.53    | 0.03%             | 2025-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.45% 03/01/2026                                                              | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    640000 | PA      | $607289.22    | 0.03%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                                      | CIGNA CORP 3.75% 07/15/2023                                                                       | CUSIP: 125523AF7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    707000 | PA      | $702089.84    | 0.03%             | 2023-07-15      | Fixed         | 0.04%                 | 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      | $231427.92    | 0.01%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 2.35% 05/06/2025                                                                 | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253287.54    | 0.01%             | 2025-05-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.15% 06/19/2023                                                         | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248325.51    | 0.01%             | 2023-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                                | CHEVRON CORP NEW 1.554% 05/11/2025                                                                | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934786.86    | 0.04%             | 2025-05-11      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 3% 09/20/2023                                                            | CUSIP: 00828EDC0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    240000 | PA      | $236397.00    | 0.01%             | 2023-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.65% 07/15/2026                                                                      | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    840000 | PA      | $773863.76    | 0.03%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HLDGS INC                                                                | PAYPAL HLDGS INC 2.4% 10/01/2024                                                                  | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $306549.49    | 0.01%             | 2024-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025 | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $354344.97    | 0.02%             | 2025-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.95% 02/27/2023                                                   | CUSIP: 251526BR9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198935.81    | 0.01%             | 2023-02-27      | Fixed         | 0.04%                 | 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      | $938507.47    | 0.04%             | 2027-04-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 09/30/2024                                                                         | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12190000 | PA      | $11563833.95  | 0.52%             | 2024-09-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                             | NOMURA HOLDINGS INC 1.851% 07/16/2025                                                             | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $913284.86    | 0.04%             | 2025-07-16      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 2.85% 04/15/2025                                                               | CUSIP: 91913YAY6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951645.90    | 0.04%             | 2025-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 2.625% 02/28/2024                                                  | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1952440.00   | 0.09%             | 2024-02-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                 | ROSS STORES INC 4.6% 04/15/2025                                                                   | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447949.71    | 0.02%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 2.5% 11/20/2024                                                    | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1590000 | PA      | $1529641.01   | 0.07%             | 2024-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE TRUST OF AMERICA HOLDINGS LP                                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.5% 08/01/2026                                           | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $224678.63    | 0.01%             | 2026-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.45% 07/01/2025                                                      | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227128.73    | 0.01%             | 2025-07-01      | 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        |    720000 | PA      | $657386.71    | 0.03%             | 2031-11-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024                                                  | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1795847.93   | 0.08%             | 2024-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 0.8% 01/09/2026                                                          | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $999903.87    | 0.04%             | 2026-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 1.339% 03/25/2026                                                               | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $99152.28     | 0.00%             | 2026-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 2.031% 03/15/2024                                                     | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1066576.66   | 0.05%             | 2024-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 0.8% 03/15/2024                                                              | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    710000 | PA      | $671311.76    | 0.03%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 2.75% 06/01/2024                                                       | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    770000 | PA      | $745345.19    | 0.03%             | 2024-06-01      | Fixed         | 0.03%                 | 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      | $644681.61    | 0.03%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 1.15% 08/13/2026                                                   | CUSIP: 693475BB0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $790055.03    | 0.04%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.4% 09/01/2024                                                    | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $947668.13    | 0.04%             | 2024-09-01      | Fixed         | 0.03%                 | 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      | $180958.04    | 0.01%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 2.5% 04/09/2024                                                               | CUSIP: 748149AQ4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    690000 | PA      | $669921.00    | 0.03%             | 2024-04-09      | Fixed         | 0.03%                 | 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      | $277730.10    | 0.01%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 3.625% 05/15/2025                                                                      | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202390.82    | 0.01%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 1.75% 02/14/2025                                                                | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189346.80    | 0.01%             | 2025-02-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                    | COMERICA INC 3.7% 07/31/2023                                                                      | CUSIP: 200340AS6<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99069.34     | 0.00%             | 2023-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 0.65% 03/01/2023                                                     | CUSIP: 65339KBU3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    770000 | PA      | $762118.98    | 0.03%             | 2023-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 3.65% 02/01/2026                                                     | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    320000 | PA      | $304394.24    | 0.01%             | 2026-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.456%/VAR 10/22/2025                                                 | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1317272.77   | 0.06%             | 2025-10-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 3.625% 03/04/2024                                                               | CUSIP: 17275RAN2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1473718.83   | 0.07%             | 2024-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.25% 02/23/2026                                                                        | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1480578.02   | 0.07%             | 2026-02-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 2.75% 03/01/2026                                                     | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94522.16     | 0.00%             | 2026-03-01      | 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        |    280000 | PA      | $282962.78    | 0.01%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 06/30/2024                                                                        | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63654000 | PA      | $60978542.81  | 2.73%             | 2024-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.125% 03/31/2024                                                                       | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1509000 | PA      | $1460311.18   | 0.07%             | 2024-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP NEW                                                                | COMCAST CORP NEW 3.375% 02/15/2025                                                                | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    920000 | PA      | $895320.94    | 0.04%             | 2025-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.3% 07/01/2025                                                                    | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1274100.73   | 0.06%             | 2025-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                                       | HEALTHPEAK PROPERTIES 1.35% 02/01/2027                                                            | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    540000 | PA      | $466575.97    | 0.02%             | 2027-02-01      | 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      | $236798.23    | 0.01%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.5% 04/30/2024                                                                         | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5760000 | PA      | $5593950.03   | 0.25%             | 2024-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 3.4% 10/17/2023                                                              | CUSIP: 68323AFB5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     90000 | PA      | $88882.20     | 0.00%             | 2023-10-17      | Fixed         | 0.03%                 | 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      | $278814.66    | 0.01%             | 2027-06-22      | 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        |    180000 | PA      | $167911.46    | 0.01%             | 2027-08-15      | Fixed         | 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        |    400000 | PA      | $346982.76    | 0.02%             | 2027-06-01      | Fixed         | 0.04%                 | 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      | $323992.11    | 0.01%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 3.5% 11/15/2024                                                                         | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    980000 | PA      | $955405.01    | 0.04%             | 2024-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3.85% 09/01/2023                                                   | CUSIP: 12189LAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    730000 | PA      | $725314.35    | 0.03%             | 2023-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                  | MAGALLANES INC 3.755% 03/15/2027 144A                                                             | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1494503.82   | 0.07%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                   | WELLTOWER INC 4.25% 04/01/2026                                                                    | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136090.22    | 0.01%             | 2026-04-01      | 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      | $559281.41    | 0.03%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.625% 02/20/2024                                                   | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    440000 | PA      | $432552.30    | 0.02%             | 2024-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.1% 03/01/2027                                                                | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287745.21    | 0.01%             | 2027-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/23/2023                                | CUSIP: 00774MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $299095.66    | 0.01%             | 2023-01-23      | 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      | $924025.08    | 0.04%             | 2027-09-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.125% 01/21/2026                                                    | CUSIP: 91086QBG2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    750000 | PA      | $733875.00    | 0.03%             | 2026-01-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.25% 01/12/2024                                                              | CUSIP: 46115HAP2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197248.74    | 0.01%             | 2024-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 2.375% 01/15/2025                                                             | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1486537.67   | 0.07%             | 2025-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.875% 02/06/2024                                                                  | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1600605.90   | 0.07%             | 2024-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 4.2% 06/10/2024                                                                 | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1502591.30   | 0.07%             | 2024-06-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                | AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025                                                    | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1605176.50   | 0.07%             | 2025-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 3% 05/15/2024                                                                     | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1365088.72   | 0.06%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.7% 08/01/2025                                                     | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1633223.09   | 0.07%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP INC                                                     | COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025                                                       | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393929.77    | 0.02%             | 2025-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.2% 06/15/2026                                                           | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    296000 | PA      | $284322.97    | 0.01%             | 2026-06-15      | 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      | $269431.56    | 0.01%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GRP AG                                                            | CREDIT SUISSE GRP AG 4.55% 04/17/2026                                                             | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    920000 | PA      | $799566.04    | 0.04%             | 2026-04-17      | Fixed         | 0.05%                 | 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      | $329680.19    | 0.01%             | 2026-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO SOFR 1.47%/VAR 09/22/2027                                                   | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    690000 | PA      | $598927.67    | 0.03%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.776/VAR 12/03/2024                                                            | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1274537.84   | 0.06%             | 2024-12-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 3.15% 09/15/2024                                                       | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223013.24    | 0.01%             | 2024-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 0.75% 11/15/2025                                                         | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    290000 | PA      | $259589.18    | 0.01%             | 2025-11-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.125% 12/14/2023                                                        | CUSIP: 298785HT6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    530000 | PA      | $521842.36    | 0.02%             | 2023-12-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0.375% 07/18/2025                                                  | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   1650000 | PA      | $1493522.68   | 0.07%             | 2025-07-18      | Fixed         | 0.00%                 | 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      | $1915062.40   | 0.09%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 12/31/2025                                                                       | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12454000 | PA      | $11149735.42  | 0.50%             | 2025-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.85% 07/15/2025                                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2143157.47   | 0.10%             | 2025-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.95% 12/01/2025                                                               | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375246.98    | 0.02%             | 2025-12-01      | Fixed         | 0.06%                 | 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        |    430000 | PA      | $383325.53    | 0.02%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.875% 01/15/2024                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366396.94    | 0.02%             | 2024-01-15      | Fixed         | 0.06%                 | 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        |    980000 | PA      | $926991.66    | 0.04%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 3.6% 03/01/2024                                                                       | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118519.12    | 0.01%             | 2024-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                      | VMWARE INC 3.9% 08/21/2027                                                                        | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    440000 | PA      | $414036.88    | 0.02%             | 2027-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.875% 07/03/2023                                                                  | CUSIP: 00912XBC7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227660.70    | 0.01%             | 2023-07-03      | 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      | $318050.49    | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.25% 03/14/2024                                                                | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $501552.08    | 0.02%             | 2024-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 3.75% 03/16/2025                                                               | CUSIP: 698299BE3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $194475.00    | 0.01%             | 2025-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.4% 03/25/2025                                                                        | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1603324.98   | 0.07%             | 2025-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                      | SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024                                                       | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1044215.96   | 0.05%             | 2024-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3% 12/15/2026                                                                          | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105083.91    | 0.00%             | 2026-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM CORP / BROADCOM CAYMAN FIN LTD                                         | BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.875% 01/15/2027                                         | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $426005.65    | 0.02%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 3.4% 05/15/2024                                                         | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    730000 | PA      | $716201.08    | 0.03%             | 2024-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                              | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024                               | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $276049.71    | 0.01%             | 2024-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.125% 06/30/2023                                                                       | CUSIP: 91282CCK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6000 | PA      | $5840.86      | 0.00%             | 2023-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 3% 03/15/2023                                                      | CUSIP: 12189LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $885130.95    | 0.04%             | 2023-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FINANCIAL CORP 3.75% 07/28/2026                                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321609.37    | 0.01%             | 2026-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 1.6% 04/15/2026                                                               | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    880000 | PA      | $781445.50    | 0.04%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.55% 02/01/2024                                                              | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443416.50    | 0.02%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026                                                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488081.15    | 0.02%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/31/2024                                                                        | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12300000 | PA      | $11635511.69  | 0.52%             | 2024-08-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 01/15/2025                                                                       | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10865000 | PA      | $10164292.36  | 0.46%             | 2025-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024                                                    | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $887474.47    | 0.04%             | 2024-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP SOFR 1.684%/VAR 11/18/2027                                                      | CUSIP: 857477BQ5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397727.01    | 0.02%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.4% 03/27/2025                                                                          | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    836000 | PA      | $800537.76    | 0.04%             | 2025-03-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 0.625% 09/10/2024                                                         | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1865456.64   | 0.08%             | 2024-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                         | MAGNA INTL INC 4.15% 10/01/2025                                                                   | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $353212.28    | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.95% 04/21/2025                                                      | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    580000 | PA      | $566843.66    | 0.03%             | 2025-04-21      | Fixed         | 0.04%                 | 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      | $558586.02    | 0.03%             | 2027-07-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 2.95% 01/23/2024                                                             | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   2900000 | PA      | $2838665.00   | 0.13%             | 2024-01-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.75% 07/15/2025                                                               | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117945.78    | 0.01%             | 2025-07-15      | Fixed         | 0.04%                 | 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      | $155941.90    | 0.01%             | 2082-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 4.875% 03/01/2026                                                               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250074.77    | 0.01%             | 2026-03-01      | Fixed         | 0.05%                 | 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      | $1101717.65   | 0.05%             | 2027-06-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.65% 05/15/2023                                                             | CUSIP: 961214DZ3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $59665.50     | 0.00%             | 2023-05-15      | Fixed         | 0.04%                 | 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      | $228500.16    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.75% 04/15/2024                                                             | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1083031.57   | 0.05%             | 2024-04-15      | Fixed         | 0.04%                 | 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      | $311494.15    | 0.01%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 0.5% 10/30/2024                                              | CUSIP: 04522KAE6<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |   3000000 | PA      | $2777449.80   | 0.12%             | 2024-10-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.414%/VAR 07/24/2026                                                   | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971744.36   | 0.09%             | 2026-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.875% 08/01/2025                                                     | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2100083.87   | 0.09%             | 2025-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.45% 03/01/2027 144A                                                          | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    650000 | PA      | $597729.44    | 0.03%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 1.089%/VAR 03/15/2025                                             | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $371140.13    | 0.02%             | 2025-03-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 2.188/VAR 04/30/2026                                                       | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    510000 | PA      | $475011.24    | 0.02%             | 2026-04-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 2.05% 07/15/2025                                                      | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    280000 | PA      | $261337.15    | 0.01%             | 2025-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 3.4% 11/15/2025                                                              | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145033.69    | 0.01%             | 2025-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 2.25% 06/24/2024                                                         | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   8478000 | PA      | $8194180.64   | 0.37%             | 2024-06-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 2.15% 09/10/2024                                                      | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    740000 | PA      | $705614.73    | 0.03%             | 2024-09-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.875% 03/31/2025                                            | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    770000 | PA      | $773645.93    | 0.03%             | 2025-03-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 6.875% 09/27/2023                                                               | CUSIP: 465410AH1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    770000 | PA      | $774948.02    | 0.03%             | 2023-09-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.375% 07/15/2025                                                              | CUSIP: 15135UAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    280000 | PA      | $280082.88    | 0.01%             | 2025-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 3.75% 01/16/2024                                                               | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1170000 | PA      | $1157435.46   | 0.05%             | 2024-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer