# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001186
**Filing Date:** 2025-8
**Character Count:** 172608
**Document Hash:** 947ed0ba34c717f709bd0dfc99236b2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001186.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001186

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266051

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/PPM America Investment Grade Credit Fund (Series ID: S000084075)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000248334 | JNL/PPM America Investment Grade Credit Fund (I) |  |
| C000248335 | JNL/PPM America Investment Grade Credit Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/PPM America Investment Grade Credit Fund

- **b. EDGAR series identifier (if any):** S000084075

- **c. LEI of Series:** 2549006KZ18JJA5Q6486

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $287068014.47

**Total Liabilities:** $5528970.93

**Net Assets:** $281539043.54

**Cash Not Reported:** $919058.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -188.030544005450 | **1-Year:** -7638.703066815025 | **5-Year:** -37778.120405504379 | **10-Year:** -61390.691558803754 | **30-Year:** -62687.208998657368

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

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** -535.556459311924 | **30-Year:** -1909.794766537367

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248334 | 0.00%                | -0.09%               | 1.78%                |
| Class ID C000248335 | -0.09%               | -0.09%               | 1.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-92365.80               | $-1003282.69                               |
| Month 2  | $152164.91               | $-1235352.60                               |
| Month 3  | $165230.60               | $3685766.42                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Credit

- **Index Identifier:** LFI:LHMN0011

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1371782.22   | 0.49%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                        | Ashtead Capital, Inc.                                        | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $619880.63    | 0.22%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                      | AstraZeneca Finance LLC                                      | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    780000 | PA      | $794667.04    | 0.28%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                           | Athene Holding Ltd                                           | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339272.44    | 0.12%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                              | BlackRock, Inc.                                              | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    628000 | PA      | $612362.80    | 0.22%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                 | Blue Owl Credit Income Corp.                                 | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    641000 | PA      | $660190.90    | 0.23%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                          | Boeing Company, The                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431467.47    | 0.15%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                          | Boeing Company, The                                          | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $950943.15    | 0.34%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                          | Boeing Company, The                                          | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    490000 | PA      | $531872.41    | 0.19%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                              | BP Capital Markets America Inc.                              | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    410000 | PA      | $256836.63    | 0.09%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                 | Bristol-Myers Squibb Company                                 | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444895.65    | 0.16%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                          | British Airways PLC                                          | CUSIP: 11042TAA1<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |    232602 | PA      | $224245.66    | 0.08%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                          | British Airways PLC                                          | CUSIP: 11043XAA1<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |    299543 | PA      | $277098.58    | 0.10%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                | Broadcom Inc.                                                | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446339.70    | 0.16%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                | Broadcom Inc.                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174777.73    | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                | Broadcom Inc.                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1340193.80   | 0.48%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                | Broadcom Inc.                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1202577.31   | 0.43%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd.                             | Brookfield Asset Management Ltd.                             | CUSIP: 113004AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $424130.58    | 0.15%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                          | Brown & Brown, Inc.                                          | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178491.11    | 0.06%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                          | Brown & Brown, Inc.                                          | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100848.09    | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                            | Burlington Northern Santa Fe, LLC                            | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $408260.25    | 0.15%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                            | Burlington Northern Santa Fe, LLC                            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $795040.85    | 0.28%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                            | Burlington Northern Santa Fe, LLC                            | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    811000 | PA      | $803957.92    | 0.29%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group, The                                             | Cigna Group, The                                             | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    400000 | PA      | $355734.48    | 0.13%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                    | CNO Financial Group, Inc.                                    | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314676.75    | 0.11%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                              | CSL Finance PLC                                              | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321845.40    | 0.11%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CSL Finance PLC                                              | CSL Finance PLC                                              | CUSIP: 12661PAG4<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | US        |    920000 | PA      | $934996.28    | 0.33%             | 2034-04-03      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                       | CVS Health Corporation                                       | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1578876.24   | 0.56%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                         | Canadian Pacific Kansas City Limited                         | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |    630000 | PA      | $414172.71    | 0.15%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                            | Capital One Financial Corporation                            | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559847.20    | 0.20%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Cargill, Incorporated                                        | Cargill, Incorporated                                        | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    580000 | PA      | $503931.38    | 0.18%             | 2031-11-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                    | Duke Energy Progress, LLC                                    | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $371740.82    | 0.13%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                             | Caterpillar Inc.                                             | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1123276.12   | 0.40%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corporation                   | Caterpillar Financial Services Corporation                   | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    870000 | PA      | $890309.72    | 0.32%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                          | Centene Corporation                                          | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1125575.66   | 0.40%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                        | Charter Communications Operating, LLC                        | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    590000 | PA      | $427433.52    | 0.15%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                        | Charter Communications Operating, LLC                        | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    370000 | PA      | $263892.40    | 0.09%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                          | Chevron U.S.A. Inc.                                          | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907874.46    | 0.32%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                          | Cisco Systems, Inc.                                          | CUSIP: 17275RBR2<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594314.86    | 0.21%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                          | Cisco Systems, Inc.                                          | CUSIP: 17275RBS0<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    330000 | PA      | $339531.16    | 0.12%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                          | Cisco Systems, Inc.                                          | CUSIP: 17275RBU5<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320039.81    | 0.11%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                               | Citigroup Inc.                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1074640.73   | 0.38%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                               | Citigroup Inc.                                               | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615875.40    | 0.22%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                               | Citigroup Inc.                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612419.99    | 0.22%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Company, The                                       | Coca-Cola Company, The                                       | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486314.50    | 0.17%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University In The City of New York, The | Trustees of Columbia University In The City of New York, The | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    447000 | PA      | $428888.72    | 0.15%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                          | Comcast Corporation                                          | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    700000 | PA      | $696462.13    | 0.25%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                          | Comcast Corporation                                          | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    760000 | PA      | $631984.00    | 0.22%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                          | Comcast Corporation                                          | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    760000 | PA      | $462750.62    | 0.16%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Company                                       | ConocoPhillips Company                                       | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    360000 | PA      | $331852.07    | 0.12%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Greatamerica Leasing Receivables Funding, L.L.C.             | Greatamerica Leasing Receivables Funding, L.L.C.             | CUSIP: 39154GAH9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-CBDO         | CORP              | US        |    906000 | PA      | $906358.14    | 0.32%             | 2027-04-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa S.A.                                           | Grupo Nutresa S.A.                                           | CUSIP: 40055CAB9<br>LEI: 549300TN5BQ4P1MC6407 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324690.00    | 0.12%             | 2035-05-12      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Bank of New York Mellon Corporation, The                     | Bank of New York Mellon Corporation, The                     | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $637272.96    | 0.23%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                     | Bank of New York Mellon Corporation, The                     | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    788000 | PA      | $804198.76    | 0.29%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                 | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $678958.28    | 0.24%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | Barclays PLC                                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    877000 | PA      | $882481.25    | 0.31%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                      | Bayer US Finance II LLC                                      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $345631.07    | 0.12%             | 2038-06-25      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Guardian Life Insurance Company of America, The              | Guardian Life Insurance Company of America, The              | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |    330000 | PA      | $222549.82    | 0.08%             | 2070-01-22      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                     | HCA Inc.                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $603320.78    | 0.21%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                     | HCA Inc.                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502969.80    | 0.18%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                     | HCA Inc.                                                     | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    346000 | PA      | $348954.15    | 0.12%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                            | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    600000 | PA      | $623911.32    | 0.22%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011563.00   | 0.36%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                         | Beacon Funding Trust                                         | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $582636.68    | 0.21%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                       | Berkshire Hathaway Finance Corporation                       | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    380000 | PA      | $318533.25    | 0.11%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                       | Berkshire Hathaway Finance Corporation                       | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270907.46    | 0.10%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                     | Bimbo Bakeries USA, Inc.                                     | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $583323.68    | 0.21%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BlackRock Finance, Inc.                                      | BlackRock Finance, Inc.                                      | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $474678.55    | 0.17%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                              | Blackstone Secured Lending Fund                              | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197973.66    | 0.07%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                            | HSBC Holdings PLC                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607074.00    | 0.22%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc., The                          | Hartford Insurance Group, Inc., The                          | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $218746.64    | 0.08%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Holcim Finance US LLC                                        | Holcim Finance US LLC                                        | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    391000 | PA      | $396192.28    | 0.14%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BlackRock, Inc.                                              | BlackRock, Inc.                                              | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $355513.17    | 0.13%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                | Consolidated Edison Company of New York, Inc.                | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    670000 | PA      | $575869.96    | 0.20%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                | Consolidated Edison Company of New York, Inc.                | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199677.74    | 0.07%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                   | Constellation Brands, Inc.                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    510000 | PA      | $442176.73    | 0.16%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                   | Constellation Brands, Inc.                                   | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247757.53    | 0.09%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Florida Power & Light Company                                | Florida Power & Light Company                                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    780000 | PA      | $620733.59    | 0.22%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                | Florida Power & Light Company                                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    660000 | PA      | $680369.25    | 0.24%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                | Ford Motor Credit Company LLC                                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538878.13    | 0.19%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                    | AT&T Inc.                                                    | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    390000 | PA      | $328939.07    | 0.12%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                    | AT&T Inc.                                                    | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1180034.57   | 0.42%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                    | AT&T Inc.                                                    | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1049926.69   | 0.37%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                    | AT&T Inc.                                                    | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    640000 | PA      | $616977.41    | 0.22%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AON North America, Inc.                                      | AON North America, Inc.                                      | CUSIP: 03740MAF7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    630000 | PA      | $621310.47    | 0.22%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    450000 | PA      | $349260.44    | 0.12%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    170000 | PA      | $150330.17    | 0.05%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    560000 | PA      | $512161.44    | 0.18%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    800000 | PA      | $637175.04    | 0.23%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                   | Apple Inc.                                                   | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1376454.10   | 0.49%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MET Tower Global Funding                                     | MET Tower Global Funding                                     | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1404319.36   | 0.50%             | 2027-01-16      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Sonoco Products Company                                      | Sonoco Products Company                                      | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192845.62    | 0.07%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                | Ford Motor Credit Company LLC                                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451807.38    | 0.16%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                | Ford Motor Credit Company LLC                                | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    800000 | PA      | $808129.28    | 0.29%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                        | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    228000 | PA      | $238258.18    | 0.08%             | 2030-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                        | Foundry JV Holdco LLC                                        | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526179.05    | 0.19%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| GATX Corporation                                             | GATX Corporation                                             | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    370000 | PA      | $410551.33    | 0.15%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                       | General Motors Company                                       | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868848.50    | 0.31%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                      | Sonoco Products Company                                      | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499144.70    | 0.18%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                           | Southern California Edison Company                           | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    470000 | PA      | $380251.71    | 0.14%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Texas, State of                                              | Texas, State of                                              | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    250000 | PA      | $257321.73    | 0.09%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                     | Spectrum Management Holding Company, LLC                     | CUSIP: 88732JAU2<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238589.49    | 0.08%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                             | TotalEnergies SE                                             | CUSIP: 89157XAC5<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581537.16    | 0.21%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                     | Toyota Motor Corporation                                     | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604164.00    | 0.21%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                              | UnitedHealth Group Incorporated                              | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304313.16    | 0.11%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                              | UnitedHealth Group Incorporated                              | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    950000 | PA      | $962412.99    | 0.34%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| University of Chicago, The                                   | University of Chicago, The                                   | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    350000 | PA      | $272036.63    | 0.10%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Southern California, University of                           | Southern California, University of                           | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    450000 | PA      | $355883.63    | 0.13%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| The University of Texas System                               | The University of Texas System                               | CUSIP: 9151375R0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $213168.55    | 0.08%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                  | Verizon Communications Inc.                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1234688.13   | 0.44%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                       | Verisk Analytics, Inc.                                       | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    663000 | PA      | $676721.85    | 0.24%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                         | VICI Properties Inc.                                         | CUSIP: 92564RAE5<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    600000 | PA      | $575782.38    | 0.20%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                          | Virginia Electric and Power Company                          | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $252478.67    | 0.09%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                     | Vulcan Materials Company                                     | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    311000 | PA      | $309049.19    | 0.11%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                 | Walmart Inc.                                                 | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437989.15    | 0.16%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Connections, Inc.                                      | Waste Connections, Inc.                                      | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    510000 | PA      | $515419.72    | 0.18%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                       | Waste Management, Inc.                                       | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1869441.47   | 0.66%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                        | Wells Fargo & Company                                        | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    930000 | PA      | $868610.89    | 0.31%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                        | Wells Fargo & Company                                        | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $598840.02    | 0.21%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                        | Wells Fargo & Company                                        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026180.70   | 0.36%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                        | Wells Fargo & Company                                        | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1638160.80   | 0.58%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                | Williams Companies, Inc., The                                | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    460000 | PA      | $421216.20    | 0.15%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                | Williams Companies, Inc., The                                | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $580605.67    | 0.21%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wipro IT Services, LLC                                       | Wipro IT Services, LLC                                       | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553128.80    | 0.20%             | 2026-06-23      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                        | Honda Motor Co., Ltd.                                        | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102964.37   | 0.39%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                  | Humana Inc.                                                  | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185892.76    | 0.07%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                          | Huntington Ingalls Industries, Inc.                          | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    427000 | PA      | $438516.49    | 0.16%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                          | Huntington Ingalls Industries, Inc.                          | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271401.48    | 0.10%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                      | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804195.68    | 0.29%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                       | General Motors Financial Company, Inc.                       | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    390000 | PA      | $401352.39    | 0.14%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company, Inc.                       | General Motors Financial Company, Inc.                       | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612259.50    | 0.22%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Indiana University Health, Inc.                              | Indiana University Health, Inc.                              | CUSIP: 455170AB6<br>LEI: 5493005H76YOO81B8D75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $219283.79    | 0.08%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                            | Intel Corporation                                            | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    310000 | PA      | $270644.23    | 0.10%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                            | Intel Corporation                                            | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    750000 | PA      | $712756.88    | 0.25%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                              | Inter-American Development Bank                              | CUSIP: 4581X0EK0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1916918.98   | 0.68%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development        | International Bank for Reconstruction and Development        | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    720000 | PA      | $720857.16    | 0.26%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development        | International Bank for Reconstruction and Development        | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    810000 | PA      | $815102.84    | 0.29%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development        | International Bank for Reconstruction and Development        | CUSIP: 459058LE1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009771.60   | 0.71%             | 2026-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development        | International Bank for Reconstruction and Development        | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $720560.47    | 0.26%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development        | International Bank for Reconstruction and Development        | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   3556000 | PA      | $3563680.60   | 1.27%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                  | International Business Machines Corporation                  | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304355.19    | 0.11%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                        | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    560000 | PA      | $511542.70    | 0.18%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                         | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    164000 | PA      | $167136.37    | 0.06%             | 2030-04-01      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                         | Glencore Funding LLC                                         | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    367000 | PA      | $374227.44    | 0.13%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                               | Goldman Sachs Group, Inc., The                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581966.26    | 0.21%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                               | Goldman Sachs Group, Inc., The                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985118.50    | 0.35%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                               | Goldman Sachs Group, Inc., The                               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    910000 | PA      | $819724.00    | 0.29%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corporation                                     | Atmos Energy Corporation                                     | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    542000 | PA      | $547995.22    | 0.19%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                              | Avolon Holdings Funding Limited                              | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    783000 | PA      | $786821.04    | 0.28%             | 2028-01-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                    | B.A.T Capital Corporation                                    | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $446182.88    | 0.16%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T Capital Corporation                                    | B.A.T Capital Corporation                                    | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1473954.34   | 0.52%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                        | Banco Santander, S.A.                                        | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1313836.80   | 0.47%             | 2027-11-07      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                  | Bank of America Corporation                                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1274933.96   | 0.45%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                  | Bank of America Corporation                                  | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1343281.50   | 0.48%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                  | Bank of America Corporation                                  | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3127240.20   | 1.11%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                  | Bank of America Corporation                                  | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1540701.45   | 0.55%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                  | Bank of America Corporation                                  | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308419.98    | 0.11%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corporation, The                     | Bank of New York Mellon Corporation, The                     | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1442282.58   | 0.51%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                            | Golub Capital Private Credit Fund                            | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    586000 | PA      | $586009.14    | 0.21%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                  | Kenvue Inc.                                                  | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $824586.56    | 0.29%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                        | Keurig Dr Pepper Inc.                                        | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787344.64    | 0.28%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KfW                                                          | KfW                                                          | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704956.35    | 0.25%             | 2026-08-07      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KfW                                                          | KfW                                                          | CUSIP: 500769KF0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017150.70   | 1.07%             | 2026-03-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KfW                                                          | KfW                                                          | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3680823.64   | 1.31%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                           | LPL Holdings, Inc.                                           | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351666.46    | 0.12%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc.                                        | Labcorp Holdings Inc.                                        | CUSIP: 50540RAZ5<br>LEI: 549300CDU4WF6Q2YMS76 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1012646.00   | 0.36%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                        | Eli Lilly and Company                                        | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    768000 | PA      | $718838.48    | 0.26%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    485000 | PA      | $504033.15    | 0.18%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AIG Global Funding                                           | AIG Global Funding                                           | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    794000 | PA      | $813957.75    | 0.29%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                             | Amazon.com, Inc.                                             | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    370000 | PA      | $222366.78    | 0.08%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                       | Lowe`s Companies, Inc.                                       | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    740000 | PA      | $462592.87    | 0.16%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                      | MPLX LP                                                      | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    730000 | PA      | $733572.62    | 0.26%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amcor Finance (USA), Inc.                                    | Amcor Finance (USA), Inc.                                    | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414639.60    | 0.15%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc.                          | Amcor Flexibles North America, Inc.                          | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    591000 | PA      | $599876.58    | 0.21%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                   | Warnermedia Holdings, Inc.                                   | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    700000 | PA      | $488250.00    | 0.17%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                           | Mars, Incorporated                                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    780000 | PA      | $672283.72    | 0.24%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Interstate Power and Light Company                           | Interstate Power and Light Company                           | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    354000 | PA      | $363927.65    | 0.13%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Israel, State of                                             | Israel, State of                                             | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |   1040000 | PA      | $1049210.24   | 0.37%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica      | Segretariato Generale Della Presidenza Della Repubblica      | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | US        |    310000 | PA      | $211206.41    | 0.08%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                             | JNL Government Money Market Fund                             | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   4848608 | NS      | $4848607.62   | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc.                                      | CUSIP: 023764AA1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    200310 | PA      | $189649.50    | 0.07%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc.                                      | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    242800 | PA      | $231665.19    | 0.08%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $520354.90    | 0.18%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1942585.13   | 0.69%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    430000 | PA      | $329216.90    | 0.12%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1148218.20   | 0.41%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    610000 | PA      | $627913.32    | 0.22%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009909.60   | 0.36%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Company                                     | American Express Company                                     | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    335000 | PA      | $347153.73    | 0.12%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                   | American Tower Corporation                                   | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465963.10    | 0.17%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                   | American Tower Corporation                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1101202.38   | 0.39%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                | Cencora, Inc.                                                | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426622.48    | 0.15%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                           | Mars, Incorporated                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240739.90    | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Mars, Incorporated                                           | Mars, Incorporated                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99915.44     | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Cencora, Inc.                                                | Cencora, Inc.                                                | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    594000 | PA      | $599726.46    | 0.21%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                   | Amgen Inc.                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    970000 | PA      | $998957.60    | 0.35%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                   | Amgen Inc.                                                   | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    670000 | PA      | $653166.05    | 0.23%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                   | Anglo American Capital PLC                                   | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340080.92    | 0.12%             | 2028-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                 | Marriott International, Inc.                                 | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    580000 | PA      | $584866.14    | 0.21%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                       | McDonald's Corporation                                       | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $510187.91    | 0.18%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                   | Anglo American Capital PLC                                   | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256112.09    | 0.09%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc.                          | Anheuser-Busch InBev Worldwide Inc.                          | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1730960.06   | 0.61%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| McKesson Corporation                                         | McKesson Corporation                                         | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1380922.05   | 0.49%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                            | Merck & Co., Inc.                                            | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340890.51    | 0.12%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                        | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622224.64    | 0.22%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                              | Antofagasta PLC                                              | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | US        |    247000 | PA      | $258176.75    | 0.09%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                   | Constellation Brands, Inc.                                   | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142152.34    | 0.05%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation, LLC                         | Constellation Energy Generation, LLC                         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236411.69    | 0.08%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                   | Corebridge Financial, Inc.                                   | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    330000 | PA      | $264009.04    | 0.09%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                   | Corebridge Financial, Inc.                                   | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    580000 | PA      | $602673.36    | 0.21%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                        | Treasury, United States Department of                        | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4013003.74   | 1.43%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                        | Treasury, United States Department of                        | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3520234.20   | 1.25%             | 2026-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                              | UnitedHealth Group Incorporated                              | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $739599.50    | 0.26%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                      | Corporacion Nacional del Cobre de Chile                      | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522771.10    | 0.19%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CoStar Group, Inc.                                           | CoStar Group, Inc.                                           | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $460746.60    | 0.16%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                 | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050593.20   | 0.37%             | 2029-09-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                             | DLLAD 2024-1 LLC                                             | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750751 | PA      | $754292.94    | 0.27%             | 2026-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Company, The                                     | Walt Disney Company, The                                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    660000 | PA      | $755632.35    | 0.27%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                      | Duke Energy Corporation                                      | CUSIP: 26442CAM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    410000 | PA      | $351182.71    | 0.12%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                    | Duke Energy Progress, LLC                                    | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375553.33    | 0.13%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                    | Duke Energy Progress, LLC                                    | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    908000 | PA      | $889479.43    | 0.32%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida, LLC                                     | Duke Energy Florida, LLC                                     | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    560000 | PA      | $575393.17    | 0.20%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                        | Electricite de France                                        | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $426483.36    | 0.15%             | 2064-04-22      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                            | ERP Operating Limited Partnership                            | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    178000 | PA      | $179985.84    | 0.06%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                               | Element Fleet Management Corp.                               | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | US        |    490000 | PA      | $494431.61    | 0.18%             | 2030-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $646777.32    | 0.23%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                           | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305549.52    | 0.11%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                           | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381755.33    | 0.14%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    907000 | PA      | $760269.53    | 0.27%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Utility Assets, LLC                                  | Entergy Utility Assets, LLC                                  | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    267000 | PA      | $268706.64    | 0.10%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                            | Enterprise Products Operating LLC                            | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805284.48    | 0.29%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                            | Enterprise Products Operating LLC                            | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135053.45    | 0.05%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                  | Equinor ASA                                                  | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914730.21    | 0.32%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                      | Equitable Financial Life Global Funding                      | CUSIP: 29446Q2B8<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2311657.29   | 0.82%             | 2030-06-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                      | Equitable Financial Life Global Funding                      | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1080669.30   | 0.38%             | 2026-11-12      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                    | Essential Utilities, Inc.                                    | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    530000 | PA      | $488574.19    | 0.17%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction and Development             | European Bank for Reconstruction and Development             | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1172880.18   | 0.42%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                     | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1512232.80   | 0.54%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                     | European Investment Bank                                     | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | US        |    798000 | PA      | $807579.75    | 0.29%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                           | Exelon Corporation                                           | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $327000.47    | 0.12%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                           | Exelon Corporation                                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1527588.03   | 0.54%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                      | Exxon Mobil Corporation                                      | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    700000 | PA      | $626093.30    | 0.22%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                         | Meta Platforms, Inc.                                         | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500160.15    | 0.18%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                         | Meta Platforms, Inc.                                         | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    492000 | PA      | $481472.82    | 0.17%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc.                                    | Ferguson Enterprises Inc.                                    | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    354000 | PA      | $351448.05    | 0.12%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Five Corners Funding Trust II                                | Five Corners Funding Trust II                                | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $752067.67    | 0.27%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                         | Roche Holdings, Inc.                                         | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423980.16    | 0.15%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                         | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941250.00    | 0.33%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                         | Royal Bank of Canada                                         | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1115855.18   | 0.40%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                           | Royalty Pharma PLC                                           | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $783379.48    | 0.28%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2             | SFS Auto Receivables Securitization Trust 2024-2             | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    346793 | PA      | $347356.41    | 0.12%             | 2027-10-20      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc.                                              | S&P Global Inc.                                              | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    910000 | PA      | $944837.99    | 0.34%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                | Sabine Pass Liquefaction, LLC                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    790000 | PA      | $794772.31    | 0.28%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                | Sabine Pass Liquefaction, LLC                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1027728.75   | 0.37%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                             | San Diego Gas & Electric Company                             | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    360000 | PA      | $335989.01    | 0.12%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                       | Sempra                                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    870000 | PA      | $825997.05    | 0.29%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                             | Shell International Finance B.V.                             | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | US        |    730000 | PA      | $469802.01    | 0.17%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                | Sixth Street Lending Partners                                | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101844.07    | 0.04%             | 2030-07-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                             | Skandinaviska Enskilda Banken AB                             | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | US        |    810000 | PA      | $834783.89    | 0.30%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                     | Smurfit Kappa Treasury Unlimited Company                     | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | US        |    820000 | PA      | $809339.02    | 0.29%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing Designated Activity Company       | Smurfit Westrock Financing Designated Activity Company       | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210759.02    | 0.07%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1644258.75   | 0.58%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791598.40    | 0.28%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc.                                                    | AT&T Inc.                                                    | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1092333.70   | 0.39%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304571.45   | 0.46%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                         | JPMorgan Chase & Co.                                         | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207387.20    | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                  | AbbVie Inc.                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246873.33    | 0.09%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                  | AbbVie Inc.                                                  | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530102.15   | 0.54%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                       | Accenture Capital Inc.                                       | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    732000 | PA      | $727084.25    | 0.26%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Advocate Health and Hospitals Corporation                    | Advocate Health and Hospitals Corporation                    | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    470000 | PA      | $311861.45    | 0.11%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company           | AerCap Ireland Capital Designated Activity Company           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    900000 | PA      | $857535.30    | 0.30%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                            | Aircastle Limited                                            | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    950000 | PA      | $992003.40    | 0.35%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corporation                                    | Alcon Finance Corporation                                    | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    397000 | PA      | $373808.61    | 0.13%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corporation                                    | Alcon Finance Corporation                                    | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    617000 | PA      | $564055.11    | 0.20%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                          | Ally Financial Inc.                                          | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    493000 | PA      | $501758.79    | 0.18%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                | Alphabet Inc.                                                | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    449000 | PA      | $301249.50    | 0.11%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                 | JBS USA Holding Lux S.a r.l.                                 | CUSIP: 472140AJ1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    943000 | PA      | $949014.93    | 0.34%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                             | JBS USA Lux S.A.                                             | CUSIP: 47214BAC2<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $218412.34    | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Lux S.A.                                             | JBS USA Lux S.A.                                             | CUSIP: 47214BAD0<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | US        |    430000 | PA      | $484684.35    | 0.17%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Jobsohio Beverage System                                     | Jobsohio Beverage System                                     | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $145616.42    | 0.05%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                | Alphabet Inc.                                                | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    910000 | PA      | $897496.87    | 0.32%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                | Alphabet Inc.                                                | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    173000 | PA      | $170261.12    | 0.06%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                | Alphabet Inc.                                                | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    162000 | PA      | $158337.37    | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                             | Amazon.com, Inc.                                             | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $994942.85    | 0.35%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                            | Johnson & Johnson                                            | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1069055.42   | 0.38%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KKR Group Finance Co. X LLC                                  | KKR Group Finance Co. X LLC                                  | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $232099.88    | 0.08%             | 2051-12-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                  | Kaiser Foundation Hospitals                                  | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    290000 | PA      | $237750.09    | 0.08%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                           | Southern California Edison Company                           | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    560000 | PA      | $509633.94    | 0.18%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                     | Cox Communications, Inc.                                     | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    580000 | PA      | $537537.62    | 0.19%             | 2054-09-01      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CPPIB Capital Inc.                                           | CPPIB Capital Inc.                                           | CUSIP: 22411VBC1<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | US        |   1170000 | PA      | $1168103.43   | 0.41%             | 2027-10-08      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                           | Credit Agricole SA                                           | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1115640.32   | 0.40%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                 | UBS Group AG                                                 | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217645.12    | 0.08%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                           | Southern California Edison Company                           | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485053.00    | 0.17%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                           | Southern California Edison Company                           | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    860000 | PA      | $865462.72    | 0.31%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, N.A.                                    | Morgan Stanley Bank, N.A.                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $710982.09    | 0.25%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411748.44    | 0.15%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                              | Southern California Gas Company                              | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214293.22    | 0.08%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                              | Southern California Gas Company                              | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    589000 | PA      | $600790.72    | 0.21%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1871852.24   | 0.66%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1506869.00   | 0.54%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                              | Southern California Gas Company                              | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    551000 | PA      | $560871.55    | 0.20%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo Unlimited Company                         | STERIS Irish FinCo Unlimited Company                         | CUSIP: 85917PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $199303.78    | 0.07%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                               | Synopsys, Inc.                                               | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    968000 | PA      | $982024.96    | 0.35%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                        | TD SYNNEX Corporation                                        | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199647.42    | 0.07%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                           | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $346799.48    | 0.12%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                           | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232229.35    | 0.08%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                           | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813455.12    | 0.29%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                           | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $890041.04    | 0.32%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                        | Takeda Pharmaceutical Company Limited                        | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | US        |    670000 | PA      | $679174.38    | 0.24%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                                  | Targa Resources Partners LP                                  | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    610000 | PA      | $567065.88    | 0.20%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                        | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175090.82    | 0.06%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                        | Targa Resources Corp.                                        | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    900000 | PA      | $947460.33    | 0.34%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                               | Texas Instruments Incorporated                               | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    550000 | PA      | $520916.44    | 0.19%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                               | Texas Instruments Incorporated                               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471320.35    | 0.17%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corporation                              | Toyota Motor Credit Corporation                              | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513855.65    | 0.18%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                 | Truist Financial Corporation                                 | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400147.60    | 0.14%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                  | Tyco Electronics Group S.A.                                  | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377866.11    | 0.13%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                            | Tyson Foods, Inc.                                            | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568839.76    | 0.20%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                               | U.S. Bank National Association                               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    830000 | PA      | $834689.67    | 0.30%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UL Solutions Inc.                                            | UL Solutions Inc.                                            | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $738451.98    | 0.26%             | 2028-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corporation                                 | Unilever Capital Corporation                                 | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    610000 | PA      | $626304.75    | 0.22%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                    | Union Pacific Corporation                                    | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    530000 | PA      | $460656.13    | 0.16%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                    | Union Pacific Corporation                                    | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    490000 | PA      | $360963.50    | 0.13%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2019-1     | United Airlines Pass Through Certificates, Series 2019-1     | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282761 | PA      | $269038.68    | 0.10%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2015-1     | United Airlines Pass Through Certificates, Series 2015-1     | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |   1385205 | PA      | $1405221.55   | 0.50%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2016-2     | United Airlines Pass Through Certificates, Series 2016-2     | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    631456 | PA      | $636453.02    | 0.23%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos             | Gobierno Federal de los Estados Unidos Mexicanos             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    550000 | PA      | $505204.70    | 0.18%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos             | Gobierno Federal de los Estados Unidos Mexicanos             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |    800000 | PA      | $790878.40    | 0.28%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                 | U.S. Bancorp                                                 | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718817.22    | 0.26%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                 | U.S. Bancorp                                                 | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    393000 | PA      | $400834.22    | 0.14%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                        | Treasury, United States Department of                        | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3000000 | PA      | $2989587.60   | 1.06%             | 2025-07-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                        | Treasury, United States Department of                        | CUSIP: 912797QR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1967300.60   | 0.70%             | 2025-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                        | Treasury, United States Department of                        | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3250000 | PA      | $2392812.50   | 0.85%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                | Paychex, Inc.                                                | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    209000 | PA      | $216046.23    | 0.08%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd                       | Pfizer Investment Enterprises Pte. Ltd                       | CUSIP: 716973AB8<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |    770000 | PA      | $770385.08    | 0.27%             | 2026-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                        | Metropolitan Transportation Authority                        | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    160000 | PA      | $173546.46    | 0.06%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                        | Microsoft Corporation                                        | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1052048.91   | 0.37%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                         | Mitsubishi UFJ Financial Group, Inc.                         | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1507622.45   | 0.54%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1873937.85   | 0.67%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976634.10    | 0.35%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1639387.84   | 0.58%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                               | Morgan Stanley                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411727.28    | 0.15%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                     | NXP B.V.                                                     | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    730000 | PA      | $714795.63    | 0.25%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                            | NatWest Group PLC                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    646000 | PA      | $655421.26    | 0.23%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nestle Capital Corporation                                   | Nestle Capital Corporation                                   | CUSIP: 64105MAC5<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303765.96    | 0.11%             | 2034-03-12      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Nestle Holdings, Inc.                                        | Nestle Holdings, Inc.                                        | CUSIP: 641062BK9<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    870000 | PA      | $875795.51    | 0.31%             | 2026-03-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Company                                         | Nevada Power Company                                         | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203453.28    | 0.07%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                | New Jersey Turnpike Authority                                | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $286352.20    | 0.10%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                 | New York Life Global Funding                                 | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439978.73    | 0.16%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Newmont Corporation                                          | Newmont Corporation                                          | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1251918.25   | 0.44%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                | NiSource Inc.                                                | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    914000 | PA      | $904488.18    | 0.32%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                 | Norfolk Southern Corporation                                 | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430636.95    | 0.15%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Northern States Power Company                                | Northern States Power Company                                | CUSIP: 665772CX5<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463867.40    | 0.16%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Foundation, Inc.                    | Northwestern Mutual Life Foundation, Inc.                    | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    340000 | PA      | $355458.88    | 0.13%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| NSTAR Electric Company                                       | NSTAR Electric Company                                       | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259719.18    | 0.09%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                       | NSTAR Electric Company                                       | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220559.04    | 0.08%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                       | NSTAR Electric Company                                       | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    982000 | PA      | $989875.15    | 0.35%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                          | Oncor Electric Delivery Company LLC                          | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $282248.90    | 0.10%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                           | Oracle Corporation                                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $398279.54    | 0.14%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                           | Oracle Corporation                                           | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $473009.82    | 0.17%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                           | Ovintiv Canada ULC                                           | CUSIP: 69047QAB8<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    790000 | PA      | $811960.26    | 0.29%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ovintiv Canada ULC                                           | Ovintiv Canada ULC                                           | CUSIP: 69047QAC6<br>LEI: CZ72ZHBVKZXQRV3XFE26 | Long             | DBT              | CORP              | US        |    510000 | PA      | $526316.99    | 0.19%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                          | PECO Energy Company                                          | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    410000 | PA      | $258147.32    | 0.09%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                       | The PNC Financial Services Group, Inc.                       | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    925000 | PA      | $983388.50    | 0.35%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                       | The PNC Financial Services Group, Inc.                       | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    552000 | PA      | $568560.28    | 0.20%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                             | Pacific Gas And Electric Company                             | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $517136.23    | 0.18%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                             | Pacific Gas And Electric Company                             | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    650000 | PA      | $654421.63    | 0.23%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                             | Pacific Gas And Electric Company                             | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310732.81    | 0.11%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                             | Pacific Gas And Electric Company                             | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484650.99    | 0.17%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                             | Pacific Gas And Electric Company                             | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    440000 | PA      | $398719.90    | 0.14%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                | Paychex, Inc.                                                | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    498000 | PA      | $510131.13    | 0.18%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                                | Paychex, Inc.                                                | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395038.88    | 0.14%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd                       | Pfizer Investment Enterprises Pte. Ltd                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $377717.64    | 0.13%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                             | Philip Morris International Inc.                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906669.00    | 0.32%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                               | The Philippines, Government of                               | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    330000 | PA      | $340895.28    | 0.12%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Philippines, Government of                               | The Philippines, Government of                               | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | US        |    720000 | PA      | $726810.48    | 0.26%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                           | Piedmont Natural Gas Company, Inc.                           | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    280000 | PA      | $247986.23    | 0.09%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                            | Pioneer Natural Resources Company                            | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    700000 | PA      | $620626.65    | 0.22%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Urzad Rady Ministrow                                         | Urzad Rady Ministrow                                         | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | US        |    850000 | PA      | $785948.25    | 0.28%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                | Procter & Gamble Company, The                                | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100541.75   | 0.39%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                               | ProLogis, L.P.                                               | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188102.50    | 0.07%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric And Gas Company                      | Public Service Electric And Gas Company                      | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $585623.94    | 0.21%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                 | Public Service Enterprise Group Incorporated                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    690000 | PA      | $714186.85    | 0.25%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                 | Public Service Enterprise Group Incorporated                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    850000 | PA      | $890114.48    | 0.32%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                                         | QTS Issuer ABS I LLC                                         | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $698152.01    | 0.25%             | 2030-05-28      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Qualcomm Incorporated                                        | Qualcomm Incorporated                                        | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    340000 | PA      | $310852.72    | 0.11%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                               | Quest Diagnostics Incorporated                               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1586177.12   | 0.56%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ROP Sukuk Trust                                              | ROP Sukuk Trust                                              | CUSIP: 74969WAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    960000 | PA      | $979838.40    | 0.35%             | 2029-06-06      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| RWE Finance US, LLC                                          | RWE Finance US, LLC                                          | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338949.30    | 0.12%             | 2054-04-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RTX Corporation                                              | RTX Corporation                                              | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210717.45    | 0.07%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                              | RTX Corporation                                              | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1053377.11   | 0.37%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                              | RTX Corporation                                              | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    680000 | PA      | $735424.96    | 0.26%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                    | Regal Rexnord Corporation                                    | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    790000 | PA      | $813744.08    | 0.29%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                    | Regal Rexnord Corporation                                    | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    510000 | PA      | $538123.75    | 0.19%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                      | Republic Services, Inc.                                      | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275770.39    | 0.10%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                               | RIDE 2025-SHRE                                               | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $214089.25    | 0.08%             | 2030-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Jackson National Asset Management, LLC                       | JNL Government Money Market Fund - Class SL                  | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1032625 | NS      | $1032625.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         3 | NC      | $644.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        37 | NC      | $28331.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        27 | NC      | $56440.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         8 | NC      | $35635.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -43 | NC      | $-45018.06    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                       | FUTURE - PHYSICALLY DELIVERED                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        11 | NC      | $39284.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer