# EDGAR Filing Document

**Accession Number:** 0001816125
**File Stem:** 0001004726-26-005675
**Filing Date:** 2026-6
**Character Count:** 699753
**Document Hash:** 1ac7173deb6512e322b6fd38d0b1b794
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005675.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0001004726-26-005675

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Dimensional ETF Trust
- **CENTRAL INDEX KEY:** 0001816125

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23580
- **FILM NUMBER:** 261133272

**BUSINESS ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746
- **BUSINESS PHONE:** 512-306-7400

**MAIL ADDRESS:**
- **STREET 1:** 6300 BEE CAVE ROAD
- **STREET 2:** BUILDING ONE
- **CITY:** AUSTIN
- **STATE:** TX
- **ZIP:** 78746

## Series and Classes Contracts Data

### Dimensional Core Fixed Income ETF (Series ID: S000073559)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000230561 | Dimensional Core Fixed Income ETF | DFCF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Dimensional ETF Trust

- **b. Investment Company Act file number:** 811-23580

- **c. CIK number of Registrant:** 0001816125

- **d. LEI of Registrant:** 549300TQ0DPO13B72F34

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

  - **Street Address 1:** 6300 Bee Cave Road

  - **City:** Austin

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78746

  - **Telephone number:** 512-306-7400

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

- **a. Name of Series:** Dimensional Core Fixed Income ETF

- **b. EDGAR series identifier (if any):** S000073559

- **c. LEI of Series:** 549300UT5CL8M0JR7R22

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $12785411543.10

**Total Liabilities:** $2723300978.95

**Net Assets:** $10062110564.15

**Cash Not Reported:** $329805997.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16827.73518510 | **1-Year:** -312053.62850921 | **5-Year:** -1268067.78274481 | **10-Year:** -2536879.93947870 | **30-Year:** -516286.50278101

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

- **3-Month:** -1.68815835 | **1-Year:** -31.21829997 | **5-Year:** -126.73269264 | **10-Year:** -860.09990247 | **30-Year:** -101.94098603

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230561 | 1.59%                | -1.93%               | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2223824.77              | $115452083.67                              |
| Month 2  | $12107448.62             | $-252421145.23                             |
| Month 3  | $-26019009.78            | $36117254.03                               |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ABN AMRO Bank N.V.                                       | ABN AMRO BANK NV                                   | CUSIP: 00084DBJ8<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    5843000 | PA      | $5855387.16   | 0.06%             | 2028-07-07      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: No      |
| AFLAC INCORPORATED                                       | AFLAC INC                                          | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     589000 | PA      | $642087.03    | 0.01%             | 2040-08-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AGCO CORPORATION                                         | AGCO CORP                                          | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4793747.83   | 0.05%             | 2034-03-21      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC.                                           | AEP TEXAS INC                                      | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245790.97    | 0.00%             | 2036-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   11489000 | PA      | $11749874.63  | 0.12%             | 2041-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1022821.95   | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| THE AES CORPORATION                                      | AES CORP THE                                       | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     406000 | PA      | $389207.35    | 0.00%             | 2030-07-15      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |
| THE AES CORPORATION                                      | AES CORP THE                                       | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2341000 | PA      | $2084616.11   | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| THE AES CORPORATION                                      | AES CORP THE                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2405411.39   | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ANZ NEW ZEALAND (INT'L) LIMITED                          | ANZ NEW ZEALAND INT L LTD LONDON                   | CUSIP: 00182EBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     200000 | PA      | $197449.34    | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     550000 | PA      | $581274.63    | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2272656.29   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     500000 | PA      | $525100.86    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     315000 | PA      | $301227.93    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1432972.13   | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13130000 | PA      | $10128866.84  | 0.10%             | 2041-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407622.46    | 0.00%             | 2034-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ASB BANK LIMITED                                         | ASB BANK LTD                                       | CUSIP: 00216LAE3<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |     355000 | PA      | $315717.87    | 0.00%             | 2031-10-22      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES                                | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1305133.94   | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES                                | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1072939.50   | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   11287000 | PA      | $11044796.78  | 0.11%             | 2036-11-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                      | ABBOTT LABORATORIES                                | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1786789.29   | 0.02%             | 2043-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                         | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     723000 | PA      | $633069.88    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                         | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     560000 | PA      | $529633.27    | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7807000 | PA      | $6837884.53   | 0.07%             | 2039-11-21      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| ABBVIE INC.                                              | ABBVIE INC                                         | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     925000 | PA      | $937800.01    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                   | ACCENTURE CAPITAL INC                              | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14786922.30  | 0.15%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC.                                   | ACCENTURE CAPITAL INC                              | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2745774.67   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                             | ACUITY BRANDS LIGHTING INC                         | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     236000 | PA      | $211187.31    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| ADOBE INC.                                               | ADOBE INC                                          | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     782000 | PA      | $778219.00    | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     394000 | PA      | $394633.01    | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      51000 | PA      | $50585.64     | 0.00%             | 2026-10-29      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    2302000 | PA      | $2218163.74   | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    2600000 | PA      | $2376497.32   | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAY1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    1960000 | PA      | $1741927.66   | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company       | AERCAP IRELAND CAPITAL DAC                         | CUSIP: 00774MAZ8<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    4456000 | PA      | $3580033.01   | 0.04%             | 2041-10-29      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                               | AETNA INC                                          | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $2003781.80   | 0.02%             | 2036-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                               | AETNA INC                                          | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2456483.71   | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AETNA INC.                                               | AETNA INC                                          | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $990574.41    | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                          | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1278748.02   | 0.01%             | 2030-06-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                          | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2247395.96   | 0.02%             | 2034-08-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                          | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2765295.01   | 0.03%             | 2036-02-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                         | AIR PRODUCTS AND CHEMICALS INC                     | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4110775.78   | 0.04%             | 2034-02-08      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| AIRCASTLE LIMITED                                        | AIRCASTLE LTD                                      | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     240000 | PA      | $246573.20    | 0.00%             | 2029-02-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                              | AKER BP ASA                                        | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     286000 | PA      | $275613.27    | 0.00%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                              | AKER BP ASA                                        | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    6856000 | PA      | $7151948.98   | 0.07%             | 2033-06-13      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                              | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   10320000 | PA      | $10091006.42  | 0.10%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| AKER BP ASA                                              | AKER BP ASA                                        | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    1600000 | PA      | $1562670.67   | 0.02%             | 2035-10-30      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO                                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3458446.74   | 0.03%             | 2041-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO                                   | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     316000 | PA      | $306256.66    | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO                                   | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     200000 | PA      | $153548.85    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Alabama Power Company                                    | ALABAMA POWER CO                                   | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $5013574.60   | 0.05%             | 2033-11-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC.                                     | RIO TINTO ALCAN INC                                | CUSIP: 013716AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1185000 | PA      | $1271965.89   | 0.01%             | 2033-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                    | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486934.15    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                          | ALLEGION PLC                                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     168000 | PA      | $161861.55    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: —       |
| ALLEGION US HOLDING COMPANY INC.                         | ALLEGION US HOLDING CO INC                         | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     875000 | PA      | $893249.58    | 0.01%             | 2032-07-01      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  585643000 | PA      | $468452040.73 | 4.66%             | 2056-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  666763000 | PA      | $558215877.21 | 5.55%             | 2056-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184572000 | PA      | $167985686.39 | 1.67%             | 2056-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  597384000 | PA      | $609829020.10 | 6.06%             | 2056-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                    | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  261942000 | PA      | $271756822.67 | 2.70%             | 2056-05-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                 | ALLSTATE CORP THE                                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     845000 | PA      | $868104.71    | 0.01%             | 2033-06-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                 | ALLSTATE CORP THE                                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    4912000 | PA      | $4204997.71   | 0.04%             | 2043-06-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| THE ALLSTATE CORPORATION                                 | ALLSTATE CORP THE                                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3287250.63   | 0.03%             | 2033-03-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC                                       | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3073000 | PA      | $2038308.79   | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC                                       | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1827000 | PA      | $1808563.62   | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                            | ALPHABET INC                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   28110000 | PA      | $27595020.86  | 0.27%             | 2035-11-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6735000 | PA      | $5502127.27   | 0.05%             | 2042-08-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6404000 | PA      | $5342778.17   | 0.05%             | 2043-05-02      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     821000 | PA      | $827097.77    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8581000 | PA      | $8654478.67   | 0.09%             | 2039-02-14      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2171000 | PA      | $2076757.91   | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2211000 | PA      | $1946171.53   | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14592000 | PA      | $11079770.24  | 0.11%             | 2041-02-04      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                       | ALTRIA GROUP INC                                   | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1387529.75   | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON COM INC                                     | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3570830.44   | 0.04%             | 2037-08-22      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON COM INC                                     | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4423380.24   | 0.04%             | 2041-05-12      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON COM INC                                     | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5333012.70   | 0.05%             | 2033-03-20      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                         | AMAZON COM INC                                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2141925.24   | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Amdocs Limited                                           | AMDOCS LTD                                         | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     504000 | PA      | $457119.95    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP                                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     190000 | PA      | $214123.30    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP                                          | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     200000 | PA      | $227378.86    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                    | AMERICAN ELECTRIC POWER CO INC                     | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     320000 | PA      | $294171.09    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                             | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    4479000 | PA      | $4392319.57   | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8242000 | PA      | $8070302.49   | 0.08%             | 2034-01-10      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $6465294.03   | 0.06%             | 2027-07-09      | Floating      | 4.35%                 | No            | 2                  | On Loan: —       |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     750000 | PA      | $754437.08    | 0.01%             | 2031-07-10      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1442000 | PA      | $1443767.89   | 0.01%             | 2026-10-05      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2748977.83   | 0.03%             | 2027-10-22      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1260789.57   | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8428000 | PA      | $8426482.96   | 0.08%             | 2028-03-03      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1748182.99   | 0.02%             | 2035-03-05      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     217000 | PA      | $217173.60    | 0.00%             | 2026-12-11      | Floating      | 4.27%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $6464448.00   | 0.06%             | 2027-07-09      | Floating      | 4.51%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1239000 | PA      | $1243703.24   | 0.01%             | 2032-07-09      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2001192.58   | 0.02%             | 2028-09-01      | Floating      | 4.56%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGQ8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2641942.70   | 0.03%             | 2029-01-08      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                       | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7776000 | PA      | $7610490.02   | 0.08%             | 2036-01-08      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| AMERICAN NATIONAL GROUP INC.                             | AMERICAN NATIONAL GROUP INC                        | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5335000 | PA      | $5473919.19   | 0.05%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           | 2                  | On Loan: —       |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     521000 | PA      | $509380.30    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     364000 | PA      | $342644.76    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     478000 | PA      | $432589.46    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     396000 | PA      | $351753.28    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $1990633.65   | 0.02%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     202000 | PA      | $178596.30    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                               | AMERICAN TOWER CORP                                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     859000 | PA      | $826717.89    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     523000 | PA      | $586229.67    | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     576000 | PA      | $567396.35    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5079395.45   | 0.05%             | 2034-03-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                             | AMERICAN WATER CAPITAL CORP                        | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1171985.78   | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.             | AMERICOLD REALTY OPERATING PARTNERSHIP LP          | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2431472.19   | 0.02%             | 2034-09-12      | Fixed         | 5.41%                 | No            | 2                  | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP, L.P.             | AMERICOLD REALTY OPERATING PARTNERSHIP LP          | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7724179.09   | 0.08%             | 2032-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                               | AMERIPRISE FINANCIAL INC                           | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2450517.62   | 0.02%             | 2033-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL, INC.                               | AMERIPRISE FINANCIAL INC                           | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    3324000 | PA      | $3336798.10   | 0.03%             | 2035-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                          | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     246000 | PA      | $267898.19    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     568000 | PA      | $538272.37    | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                               | AMGEN INC                                          | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1099450.63   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| AMPHENOL CORPORATION                                     | AMPHENOL CORP                                      | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200276.93    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ANALOG DEVICES, INC.                                     | ANALOG DEVICES INC                                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2152281.34   | 0.02%             | 2041-10-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2173000 | PA      | $2211165.18   | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1600078.23   | 0.02%             | 2042-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                      | ANHEUSER BUSCH INBEV WORLDWIDE INC                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |       1000 | PA      | $889.08       | 0.00%             | 2040-06-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     899000 | PA      | $815630.16    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7112012.57   | 0.07%             | 2032-05-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     750000 | PA      | $774312.58    | 0.01%             | 2032-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13290000 | PA      | $13518217.74  | 0.13%             | 2034-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1311634.36   | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12980000 | PA      | $12992567.24  | 0.13%             | 2035-02-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2954498.58   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981877.90    | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| AON CORPORATION                                          | AON CORP                                           | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2419451.57   | 0.02%             | 2040-09-30      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AON CORPORATION                                          | AON CORP                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     107000 | PA      | $99735.14     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                          | APA CORP                                           | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     500000 | PA      | $518759.70    | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| APA CORPORATION                                          | APA CORP                                           | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     113000 | PA      | $103182.74    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO                               | CUSIP: 037735CG0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     777000 | PA      | $827350.80    | 0.01%             | 2036-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO                               | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1616844.24   | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Appalachian Power Company                                | APPALACHIAN POWER CO                               | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     400000 | PA      | $411653.54    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                               | APPLE INC                                          | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4092000 | PA      | $3654985.78   | 0.04%             | 2031-02-08      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                               | APPLE INC                                          | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3085488.36   | 0.03%             | 2041-02-08      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS, INC.                                  | APPLIED MATERIALS INC                              | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1456206.09   | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ArcelorMittal SA                                         | ARCELORMITTAL SA                                   | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1123000 | PA      | $1116662.94   | 0.01%             | 2029-07-16      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| ArcelorMittal SA                                         | ARCELORMITTAL SA                                   | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   24094000 | PA      | $26622480.26  | 0.26%             | 2032-11-29      | Fixed         | 6.80%                 | No            | 2                  | On Loan: —       |
| ARCHER-DANIELS-MIDLAND COMPANY.                          | ARCHER DANIELS MIDLAND CO                          | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $177246.71    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     440000 | PA      | $379570.02    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     856000 | PA      | $806655.64    | 0.01%             | 2029-08-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1064000 | PA      | $929202.78    | 0.01%             | 2031-12-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     204000 | PA      | $217771.76    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                           | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246112.26    | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                  | ARROW ELECTRONICS INC                              | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     449000 | PA      | $443675.31    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                  | ARROW ELECTRONICS INC                              | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |      86000 | PA      | $76573.95     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ARROW ELECTRONICS, INC.                                  | ARROW ELECTRONICS INC                              | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    7035000 | PA      | $7250439.70   | 0.07%             | 2034-04-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      55000 | PA      | $54522.09     | 0.00%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     310000 | PA      | $273799.04    | 0.00%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1334101.33   | 0.01%             | 2033-05-30      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3318975.10   | 0.03%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4898563.77   | 0.05%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                    | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    5973000 | PA      | $6098714.33   | 0.06%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBE1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |      53000 | PA      | $53055.65     | 0.00%             | 2026-06-16      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBK7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    1605000 | PA      | $1616141.49   | 0.02%             | 2027-04-06      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                   | ASIAN DEVELOPMENT BANK                             | CUSIP: 04517PBZ4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              |  | PH        |    2480000 | PA      | $2482280.24   | 0.02%             | 2028-06-20      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC.                        | ASSURED GUARANTY US HOLDINGS INC                   | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     800000 | PA      | $743134.14    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| ASSURANT, INC.                                           | ASSURANT INC                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4435198.69   | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ASSURANT, INC.                                           | ASSURANT INC                                       | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499062.59    | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ASTRAZENECA PLC                                          | ASTRAZENECA PLC                                    | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     373000 | PA      | $415639.57    | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                | AT T INC                                           | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $386377.54    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $2433320.30   | 0.02%             | 2033-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ATHENE HOLDING LTD.                                      | ATHENE HOLDING LTD                                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   10703000 | PA      | $10767832.89  | 0.11%             | 2034-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| ATMOS ENERGY CORPORATION                                 | ATMOS ENERGY CORP                                  | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     870000 | PA      | $928176.32    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADJ7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3532000 | PA      | $3544503.28   | 0.04%             | 2027-01-18      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADL2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4372000 | PA      | $4389051.85   | 0.04%             | 2027-07-16      | Floating      | 4.34%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $303021.85    | 0.00%             | 2029-12-16      | Floating      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADS7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2006180.12   | 0.02%             | 2028-06-18      | Floating      | 4.27%                 | Yes           | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3021000 | PA      | $3028603.86   | 0.03%             | 2028-12-08      | Floating      | 4.24%                 | Yes           | 2                  | On Loan: No      |
| AUTODESK, INC.                                           | AUTODESK INC                                       | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4405327.75   | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AUTODESK, INC.                                           | AUTODESK INC                                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2614233.75   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                         | AUTONATION INC                                     | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2252530.44   | 0.02%             | 2032-03-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                         | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1679000 | PA      | $1478360.05   | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| AUTONATION, INC.                                         | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1565686.15   | 0.02%             | 2035-03-15      | Fixed         | 5.89%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     408000 | PA      | $412469.26    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     500000 | PA      | $513387.50    | 0.01%             | 2033-12-07      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994411.13    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                              | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49984.71     | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1373105.83   | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                               | AVIATION CAPITAL GROUP LLC                         | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $968349.80    | 0.01%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| AVNET, INC.                                              | AVNET INC                                          | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $8549951.87   | 0.08%             | 2031-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AVNET, INC.                                              | AVNET INC                                          | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   18912000 | PA      | $19199688.78  | 0.19%             | 2032-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1244119.63   | 0.01%             | 2030-08-02      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3572000 | PA      | $3878363.72   | 0.04%             | 2033-08-02      | Fixed         | 6.42%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1474618.68   | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   20196000 | PA      | $18391278.37  | 0.18%             | 2037-08-15      | Fixed         | 4.39%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2113000 | PA      | $2042721.68   | 0.02%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: —       |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1565142.27   | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1427060.29   | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     223000 | PA      | $178183.23    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2101000 | PA      | $2100550.81   | 0.02%             | 2032-03-16      | Fixed         | 4.74%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                | BAT CAPITAL CORP                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4539000 | PA      | $5207983.96   | 0.05%             | 2032-10-19      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                      | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     229000 | PA      | $229081.72    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     102000 | PA      | $86905.12     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5211000 | PA      | $4878682.44   | 0.05%             | 2043-09-30      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     215000 | PA      | $216112.88    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FINANCE (USA) LIMITED                       | BHP BILLITON FINANCE USA LTD                       | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1966000 | PA      | $2011773.73   | 0.02%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97922.29     | 0.00%             | 2030-04-09      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECB9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     461000 | PA      | $431367.24    | 0.00%             | 2032-04-01      | Fixed         | 3.70%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECF0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402287.05    | 0.00%             | 2033-08-11      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECK9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5902342.01   | 0.06%             | 2034-04-02      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300491.48    | 0.00%             | 2026-08-13      | Floating      | 4.47%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1309000 | PA      | $1306533.16   | 0.01%             | 2031-08-13      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: —       |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     480000 | PA      | $482289.60    | 0.00%             | 2028-03-21      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101354.58    | 0.00%             | 2030-03-21      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565ECZ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1462616.17   | 0.01%             | 2035-03-21      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EDE2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     539000 | PA      | $540501.65    | 0.01%             | 2027-08-11      | Floating      | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL, LLC                                      | BMW US CAPITAL LLC                                 | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99555.95     | 0.00%             | 2033-03-19      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                            | CUSIP: 05578AAN8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    1070000 | PA      | $1004777.10   | 0.01%             | 2029-10-01      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                            | CUSIP: 05578AAY4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     864000 | PA      | $874491.79    | 0.01%             | 2028-01-18      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                            | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     246000 | PA      | $247263.90    | 0.00%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                            | CUSIP: 05578BAJ5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      51000 | PA      | $50054.73     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| BAKER HUGHES HOLDINGS LLC                                | BAKER HUGHES HOLDINGS LLC                          | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   11078000 | PA      | $10719739.70  | 0.11%             | 2040-09-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                | BAKER HUGHES A GE CO LLC                           | CUSIP: 05723KAG5<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |     230000 | PA      | $221153.69    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO                      | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3267693.03   | 0.03%             | 2036-10-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                       | BALTIMORE GAS AND ELECTRIC CO                      | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101729.22    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $199454.74    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7600000 | PA      | $8523860.86   | 0.08%             | 2033-11-07      | Fixed         | 6.94%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $1029805.10   | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     202000 | PA      | $194738.15    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1000000 | PA      | $953001.36    | 0.01%             | 2030-05-28      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Banco Santander, S.A.                                    | BANCO SANTANDER SA                                 | CUSIP: 05971KAT6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $200367.59    | 0.00%             | 2030-11-06      | Floating      | 4.79%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                              | BANK OF AMERICA CORP                               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5027000 | PA      | $5182225.36   | 0.05%             | 2042-02-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                         | BANK OF MONTREAL                                   | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    2300000 | PA      | $2391467.32   | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                         | BANK OF MONTREAL                                   | CUSIP: 06368L3M6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   14355000 | PA      | $14406141.84  | 0.14%             | 2027-06-04      | Floating      | 4.42%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512995.25    | 0.01%             | 2027-01-26      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| The Bank of New York Mellon Corporation                  | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3552009.89   | 0.04%             | 2030-01-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| BANK OF NEW ZEALAND                                      | BANK OF NEW ZEALAND                                | CUSIP: 06407EAF2<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |     322000 | PA      | $293772.47    | 0.00%             | 2032-01-27      | Fixed         | 2.87%                 | Yes           | 2                  | On Loan: —       |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $354273.88    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $500634.00    | 0.00%             | 2026-09-15      | Floating      | 4.26%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     530000 | PA      | $470620.85    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2344000 | PA      | $2371075.24   | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   13711000 | PA      | $13764198.68  | 0.14%             | 2027-06-04      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAJ6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5555000 | PA      | $5604675.81   | 0.06%             | 2029-08-01      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                  | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2818019.65   | 0.03%             | 2034-02-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | BANK OF AMERICA NA                                 | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    3788000 | PA      | $3793803.44   | 0.04%             | 2026-08-18      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $501184.50    | 0.00%             | 2026-07-13      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCL4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9396000 | PA      | $9448351.98   | 0.09%             | 2028-02-16      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCP5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    9532000 | PA      | $9612806.29   | 0.10%             | 2030-01-22      | Floating      | 4.88%                 | Yes           | 2                  | On Loan: —       |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCQ3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    7459000 | PA      | $7497831.55   | 0.07%             | 2028-10-16      | Floating      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4743000 | PA      | $4687290.52   | 0.05%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           | 2                  | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                        | BARRICK NORTH AMERICA FINANCE LLC                  | CUSIP: 06849RAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $870691.86    | 0.01%             | 2038-09-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                        | BARRICK NORTH AMERICA FINANCE LLC                  | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4468000 | PA      | $4486396.01   | 0.04%             | 2041-05-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    5487000 | PA      | $4661977.15   | 0.05%             | 2032-02-01      | Fixed         | 2.54%                 | No            | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                     | BAYER US FINANCE LLC                               | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1709294.65   | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE LLC                                     | BAYER US FINANCE LLC                               | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   19614000 | PA      | $20877254.97  | 0.21%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     508000 | PA      | $504103.32    | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   24002000 | PA      | $21595837.66  | 0.21%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367644.98    | 0.00%             | 2034-07-15      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NBE2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     750000 | PA      | $601587.52    | 0.01%             | 2043-11-15      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| BAYER US FINANCE II LLC                                  | BAYER US FINANCE II LLC                            | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2402395.46   | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Amcor Flexibles North America, Inc                       | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     894000 | PA      | $826020.80    | 0.01%             | 2030-06-19      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      47000 | PA      | $42115.96     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    7668000 | PA      | $6733419.56   | 0.07%             | 2043-05-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: —       |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                   | BERKSHIRE HATHAWAY FINANCE CORP                    | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4282823.71   | 0.04%             | 2032-03-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| BEST BUY CO., INC.                                       | BEST BUY CO INC                                    | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    2477000 | PA      | $2479569.71   | 0.02%             | 2028-10-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BIOGEN INC.                                              | BIOGEN INC                                         | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     388000 | PA      | $354930.34    | 0.00%             | 2030-05-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                  | BLACK HILLS CORP                                   | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $950681.36    | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                  | BLACK HILLS CORP                                   | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3838000 | PA      | $4047919.29   | 0.04%             | 2034-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BLACK HILLS CORPORATION                                  | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     252000 | PA      | $261231.50    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                  | BLACKROCK INC                                      | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4650468.73   | 0.05%             | 2032-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| BLACKROCK FINANCE, INC.                                  | BLACKROCK INC                                      | CUSIP: 09247XAT8<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   11784000 | PA      | $11876076.29  | 0.12%             | 2033-05-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC                              | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    5589000 | PA      | $5666218.85   | 0.06%             | 2034-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BLACKROCK, INC.                                          | BLACKROCK FUNDING INC                              | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10073471.90  | 0.10%             | 2035-01-08      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                      | BLOCK FINANCIAL LLC                                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     115000 | PA      | $108933.77    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BLUE OWL FINANCE LLC                                     | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    6017000 | PA      | $5922800.92   | 0.06%             | 2034-04-18      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| BNP PARIBAS SA                                           | BNP PARIBAS SA                                     | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     865000 | PA      | $862734.87    | 0.01%             | 2028-08-14      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     502000 | PA      | $503769.42    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     420000 | PA      | $392421.74    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1460221.91   | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| BOARDWALK PIPELINES, LP                                  | BOARDWALK PIPELINES LP                             | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495975.94    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     395000 | PA      | $421772.98    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $2084340.50   | 0.02%             | 2039-03-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     230000 | PA      | $233004.00    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2195742.04   | 0.02%             | 2038-03-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     189000 | PA      | $182423.25    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     444000 | PA      | $399060.05    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| THE BOEING COMPANY                                       | BOEING CO THE                                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $1915628.41   | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                 | BOOZ ALLEN HAMILTON INC                            | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1194584.82   | 0.01%             | 2033-08-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: —       |
| BORGWARNER INC.                                          | BORGWARNER INC                                     | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406411.05    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     795000 | PA      | $741000.62    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1618757.25   | 0.02%             | 2031-01-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     587000 | PA      | $509217.12    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: —       |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     598000 | PA      | $488277.14    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7655071.39   | 0.08%             | 2034-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                    | BOSTON PROPERTIES LP                               | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   21861000 | PA      | $21961904.25  | 0.22%             | 2035-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| BOSTON SCIENTIFIC CORPORATION                            | BOSTON SCIENTIFIC CORP                             | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1704000 | PA      | $2003997.96   | 0.02%             | 2040-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                      | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |          0 | NS      | $0.01         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8122000 | PA      | $6123342.06   | 0.06%             | 2041-06-17      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1130888.86   | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8262000 | PA      | $8285722.93   | 0.08%             | 2033-02-13      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $6078902.18   | 0.06%             | 2033-09-11      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403170.54    | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                          | BP CAPITAL MARKETS AMERICA INC                     | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5947000 | PA      | $6062813.25   | 0.06%             | 2034-11-17      | Fixed         | 5.23%                 | No            | 2                  | On Loan: —       |
| AUSTRALIAN DOLLAR                                        | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |      84406 | NS      | $60683.76     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| NEW ZEALAND DOLLAR                                       | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |      63308 | NS      | $37272.66     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| JAPANESE YEN                                             | JAPANESE YEN                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | JP        |         -0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| BRIGHTHOUSE FINANCIAL, INC.                              | BRIGHTHOUSE FINANCIAL INC                          | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    3467000 | PA      | $3496281.38   | 0.03%             | 2030-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   14216000 | PA      | $12663844.66  | 0.13%             | 2039-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $959974.09    | 0.01%             | 2044-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $280070.43    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     777000 | PA      | $614736.10    | 0.01%             | 2042-03-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                             | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     394000 | PA      | $422081.59    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY        | BRITISH TELECOMMUNICATIONS PLC                     | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     452000 | PA      | $458182.21    | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY        | BRITISH TELECOMMUNICATIONS PLC                     | CUSIP: 11102AAE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     376000 | PA      | $360012.41    | 0.00%             | 2029-11-08      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57971.39     | 0.00%             | 2026-06-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     134000 | PA      | $133604.40    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    3547000 | PA      | $3503177.24   | 0.03%             | 2029-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2173943.04   | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     444000 | PA      | $426384.03    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                         | BRIXMOR OPERATING PARTNERSHIP LP                   | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     942000 | PA      | $840976.62    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BROADSTONE NET LEASE, LLC                                | BROADSTONE NET LEASE LLC                           | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $1844326.13   | 0.02%             | 2031-09-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     822000 | PA      | $809509.73    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     489000 | PA      | $477458.42    | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2158000 | PA      | $1810791.42   | 0.02%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1902236.87   | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     462000 | PA      | $450110.13    | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     260000 | PA      | $236835.15    | 0.00%             | 2031-02-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     415000 | PA      | $362987.02    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3057630.56   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1223137.35   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                            | BROADCOM INC                                       | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1537678.60   | 0.02%             | 2041-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     133000 | PA      | $133470.08    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     205000 | PA      | $186307.87    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5135000 | PA      | $5463705.01   | 0.05%             | 2034-01-05      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Brookfield Finance Inc.                                  | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9715000 | PA      | $9865075.96   | 0.10%             | 2035-01-15      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                         | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $254959.04    | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            | 2                  | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                         | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $243922.22    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN, INC.                                      | BROWN BROWN INC                                    | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1184660.29   | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| BROWN & BROWN, INC.                                      | BROWN BROWN INC                                    | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404087.97    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BRUNSWICK CORPORATION                                    | BRUNSWICK CORP DE                                  | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2328593.58   | 0.02%             | 2032-09-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                   | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182787.45    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                   | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    6004000 | PA      | $5966880.99   | 0.06%             | 2033-03-19      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                   | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596024.32    | 0.01%             | 2036-03-19      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9260000 | PA      | $9661386.83   | 0.10%             | 2040-05-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $388931.27    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | 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        |     365000 | PA      | $365489.38    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $105269.95    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     226000 | PA      | $198901.09    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $611639.61    | 0.01%             | 2043-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                        | BURLINGTON NORTHERN SANTA FE LLC                   | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2457333.66   | 0.02%             | 2037-05-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| BURLINGTON RESOURCES LLC                                 | BURLINGTON RESOURCES LLC                           | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $447446.92    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | CBOE GLOBAL MARKETS INC                            | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    2136000 | PA      | $1964890.76   | 0.02%             | 2032-03-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CBRE SERVICES, INC.                                      | CBRE SERVICES INC                                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1943168.49   | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CF INDUSTRIES, INC.                                      | CF INDUSTRIES INC                                  | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1442000.39   | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA CORP                                         | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   23644000 | PA      | $22231231.51  | 0.22%             | 2038-08-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA CORP                                         | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9480000 | PA      | $9824967.06   | 0.10%             | 2041-11-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA CORP                                         | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    9623000 | PA      | $7484433.94   | 0.07%             | 2040-03-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA CORP                                         | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3303000 | PA      | $2979961.71   | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP THE                                    | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $5601429.51   | 0.06%             | 2033-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP THE                                    | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     300000 | PA      | $306445.36    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP THE                                    | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1354924.08   | 0.01%             | 2034-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP THE                                    | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6517000 | PA      | $6527579.05   | 0.06%             | 2032-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| THE CIGNA GROUP                                          | CIGNA GROUP THE                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1203789.02   | 0.01%             | 2036-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CK Hutchison International (23) Limited                  | CK HUTCHISON INTERNATIONAL 23 LTD                  | CUSIP: 12570FAB7<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |   15235000 | PA      | $15318749.08  | 0.15%             | 2033-04-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| CME GROUP INC.                                           | CME GROUP INC                                      | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    4039000 | PA      | $3988390.76   | 0.04%             | 2043-09-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORPORATION                                   | CMS ENERGY CORP                                    | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     544000 | PA      | $458445.95    | 0.00%             | 2043-03-31      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     779000 | PA      | $763443.74    | 0.01%             | 2029-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1293208.08   | 0.01%             | 2030-08-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: —       |
| CNA FINANCIAL CORPORATION                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5491738.13   | 0.05%             | 2033-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5013203.29   | 0.05%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CNA FINANCIAL CORPORATION                                | CNA FINANCIAL CORP                                 | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245782.67    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    6525000 | PA      | $6554728.36   | 0.07%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   13963000 | PA      | $14500269.71  | 0.14%             | 2034-06-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                          | CSX CORP                                           | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2659000 | PA      | $2877721.89   | 0.03%             | 2040-04-30      | Fixed         | 6.22%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                          | CSX CORP                                           | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2017872.26   | 0.02%             | 2041-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                          | CSX CORP                                           | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2508000 | PA      | $2292422.55   | 0.02%             | 2042-05-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CSX Corporation                                          | CSX CORP                                           | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1391000 | PA      | $1427771.46   | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC                                    | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     866000 | PA      | $838551.47    | 0.01%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| CSL FINANCE PLC                                          | CSL FINANCE PLC                                    | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    2339000 | PA      | $2066539.60   | 0.02%             | 2042-04-27      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1831000 | PA      | $1882836.14   | 0.02%             | 2039-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4174000 | PA      | $3823956.92   | 0.04%             | 2043-12-05      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $1001770.25   | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    9594000 | PA      | $8890715.00   | 0.09%             | 2038-03-25      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1679000 | PA      | $1414733.38   | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                   | CVS HEALTH CORP                                    | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   12089000 | PA      | $11929685.48  | 0.12%             | 2044-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    4609000 | PA      | $4605068.38   | 0.05%             | 2034-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CAMDEN PROPERTY TRUST                                    | CAMDEN PROPERTY TRUST                              | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     973000 | PA      | $945772.54    | 0.01%             | 2036-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2447280.86   | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    1665000 | PA      | $1673408.25   | 0.02%             | 2027-06-28      | Floating      | 4.59%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     600000 | PA      | $602327.60    | 0.01%             | 2026-10-02      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     128000 | PA      | $132498.71    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                       | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   17456000 | PA      | $18655256.00  | 0.19%             | 2033-10-03      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     466000 | PA      | $519368.75    | 0.01%             | 2032-01-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5187000 | PA      | $5612624.84   | 0.06%             | 2033-06-30      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     643000 | PA      | $669694.97    | 0.01%             | 2035-02-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2149000 | PA      | $2310191.42   | 0.02%             | 2037-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9949000 | PA      | $10541166.27  | 0.10%             | 2038-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                       | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     375000 | PA      | $352477.39    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| CARGILL, INCORPORATED                                    | CARGILL INC                                        | CUSIP: 141781BW3<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385948.31    | 0.00%             | 2032-06-22      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: —       |
| CARGILL, INCORPORATED                                    | CARGILL INC                                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     972000 | PA      | $995046.61    | 0.01%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: —       |
| CARRIER GLOBAL CORPORATION                               | CARRIER GLOBAL CORP                                | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1132879.48   | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| EURO                                                     | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |      22063 | NS      | $25880.40     | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3766155.95   | 0.04%             | 2027-05-14      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149829.14    | 0.00%             | 2027-01-07      | Floating      | 4.03%                 | No            | 2                  | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION               | CATERPILLAR FINANCIAL SERVICES CORP                | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100022.53    | 0.00%             | 2028-11-14      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Incorporation .                           | CENOVUS ENERGY INC                                 | CUSIP: 15135UAF6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    6610000 | PA      | $7239813.82   | 0.07%             | 2039-11-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Incorporation .                           | CENOVUS ENERGY INC                                 | CUSIP: 15135UAP4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $484882.19    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cenovus Energy Incorporation .                           | CENOVUS ENERGY INC                                 | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $249096.88    | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189WAD2<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5182000 | PA      | $5659891.04   | 0.06%             | 2037-11-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1736005.00   | 0.02%             | 2041-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    3924000 | PA      | $3846857.57   | 0.04%             | 2032-07-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP.                       | CENTERPOINT ENERGY RESOURCES CORP                  | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2643000 | PA      | $2701112.78   | 0.03%             | 2034-07-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC                                    | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $1907563.12   | 0.02%             | 2027-08-12      | Fixed         | 1.02%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC                                    | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     100000 | PA      | $107915.30    | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC                                    | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4876000 | PA      | $4808679.31   | 0.05%             | 2043-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC                                    | CUSIP: 166756BC9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1449000 | PA      | $1451819.02   | 0.01%             | 2028-02-26      | Floating      | 4.13%                 | No            | 2                  | On Loan: No      |
| Chevron U.S.A. Inc.                                      | CHEVRON USA INC                                    | CUSIP: 166756BN5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     900000 | PA      | $909681.30    | 0.01%             | 2030-10-15      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORPORATION                                      | CHEVRON CORP                                       | CUSIP: 166764BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2339000 | PA      | $1765767.84   | 0.02%             | 2040-05-11      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                        | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    1676000 | PA      | $1604173.31   | 0.02%             | 2029-12-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB CORP THE                                     | CUSIP: 171232AQ4<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     977000 | PA      | $1042331.68   | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB CORP THE                                     | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110793.87    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                   | CHUBB INA HOLDINGS INC                             | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   18606000 | PA      | $18729401.13  | 0.19%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CINCINNATI FINANCIAL CORPORATION                         | CINCINNATI FINANCIAL CORP                          | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    8084000 | PA      | $8501935.85   | 0.08%             | 2034-11-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   11906000 | PA      | $12596188.32  | 0.13%             | 2039-02-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC DELAWARE                         | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    7527000 | PA      | $7676138.40   | 0.08%             | 2040-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2036916.25   | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1687000 | PA      | $1721620.36   | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| CISCO SYSTEMS, INC.                                      | CISCO SYSTEMS INC                                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303627.42    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                      | CUSIP: 172967EP2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1798381.42   | 0.02%             | 2038-03-05      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                      | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25868000 | PA      | $32372587.24  | 0.32%             | 2039-07-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                      | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4944649.98   | 0.05%             | 2042-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                           | CITIGROUP INC                                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $877633.79    | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citibank National Association                            | CITIBANK NA                                        | CUSIP: 17325FBD9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    4656000 | PA      | $4673986.55   | 0.05%             | 2026-12-04      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| Citibank National Association                            | CITIBANK NA                                        | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3206458.28   | 0.03%             | 2026-08-06      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| Citibank National Association                            | CITIBANK NA                                        | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $803568.00    | 0.01%             | 2027-05-29      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                           | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276022.82    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                   | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     555000 | PA      | $566793.91    | 0.01%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3583839.15   | 0.04%             | 2033-03-15      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     253000 | PA      | $261392.50    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3140630.43   | 0.03%             | 2037-03-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6828000 | PA      | $7634848.17   | 0.08%             | 2037-08-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAX9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     756000 | PA      | $790804.19    | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1722353.39   | 0.02%             | 2039-07-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NBB6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1377089.96   | 0.01%             | 2040-03-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3770011.08   | 0.04%             | 2042-07-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1748509.85   | 0.02%             | 2033-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1902000 | PA      | $1788531.55   | 0.02%             | 2034-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6731000 | PA      | $5636393.88   | 0.06%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12660000 | PA      | $10879961.84  | 0.11%             | 2038-03-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8096000 | PA      | $7395048.64   | 0.07%             | 2038-10-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19279000 | PA      | $14840037.24  | 0.15%             | 2039-11-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   17927000 | PA      | $14526191.99  | 0.14%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     800000 | PA      | $830766.73    | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2574972.92   | 0.03%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1766000 | PA      | $1790744.36   | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     989000 | PA      | $1006887.04   | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100712.62    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                      | COMCAST CORP                                       | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292452.89    | 0.00%             | 2037-01-15      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2550000 | PA      | $2551091.45   | 0.03%             | 2026-06-15      | Floating      | 4.17%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    1670000 | PA      | $1671522.91   | 0.02%             | 2026-11-27      | Floating      | 4.12%                 | Yes           | 2                  | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $4515580.89   | 0.04%             | 2028-03-14      | Floating      | 4.29%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KY4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2360000 | PA      | $2377121.38   | 0.02%             | 2030-03-14      | Floating      | 4.46%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    5596000 | PA      | $5628367.26   | 0.06%             | 2030-10-01      | Floating      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A1KV8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2682000 | PA      | $2684445.77   | 0.03%             | 2026-11-27      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1195000 | PA      | $1349987.13   | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   14562000 | PA      | $13565865.42  | 0.13%             | 2038-11-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS, INC.                                     | CONAGRA BRANDS INC                                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2102292.00   | 0.02%             | 2035-08-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| CONOCOPHILLIPS                                           | CONOCOPHILLIPS                                     | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1802097.94   | 0.02%             | 2038-05-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                                           | CONOCOPHILLIPS                                     | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2268802.98   | 0.02%             | 2039-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BURLINGTON RESOURCES LLC                                 | BURLINGTON RESOURCES LLC                           | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     130000 | PA      | $138770.30    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO                                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5803000 | PA      | $4701333.24   | 0.05%             | 2042-03-15      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO                                  | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1094126.87   | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                   | CONOCOPHILLIPS CO                                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     450000 | PA      | $457718.04    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $2089138.42   | 0.02%             | 2036-06-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     470000 | PA      | $531013.60    | 0.01%             | 2038-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4634833.98   | 0.05%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     681000 | PA      | $693751.71    | 0.01%             | 2040-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1064807.06   | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2538041.57   | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409986.68    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CON EDISON CO OF NY INC                            | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415902.41    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     435000 | PA      | $447007.39    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.            | CONSOLIDATED EDISON CO OF NEW YORK INC             | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99909.40     | 0.00%             | 2027-11-18      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                              | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   11922000 | PA      | $9560061.41   | 0.10%             | 2044-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                              | CONTINENTAL RESOURCES INC OK                       | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $7989144.06   | 0.08%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                               | COOPERATIEVE RABOBANK UA                           | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2133000 | PA      | $2094696.65   | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688AAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1973000 | PA      | $1977754.93   | 0.02%             | 2026-10-05      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1907289.81   | 0.02%             | 2026-08-28      | Floating      | 4.28%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5668000 | PA      | $5715951.28   | 0.06%             | 2029-10-17      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2051000 | PA      | $2056917.83   | 0.02%             | 2028-01-21      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4402199.60   | 0.04%             | 2028-10-17      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)               | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5456191.20   | 0.05%             | 2028-01-14      | Floating      | 4.06%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                               | COREBRIDGE FINANCIAL INC                           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     320000 | PA      | $266592.36    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  189802000 | PA      | $191135782.31 | 1.90%             | 2056-05-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  229417000 | PA      | $233880938.63 | 2.32%             | 2056-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226926.87    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| COPT DEFENSE PROPERTIES, L.P.                            | CORPORATE OFFICE PROPERTIES LP                     | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $84958.59     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $2012338.93   | 0.02%             | 2039-03-01      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1543.69      | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    7986000 | PA      | $6026884.46   | 0.06%             | 2043-06-30      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2528239.93   | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $174318.92    | 0.00%             | 2030-10-01      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    1056000 | PA      | $1049102.32   | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| COX COMMUNICATIONS, INC.                                 | COX COMMUNICATIONS INC                             | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5148492.89   | 0.05%             | 2034-09-01      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22534PAG8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    1945000 | PA      | $2008483.67   | 0.02%             | 2033-07-05      | Fixed         | 5.51%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3535000 | PA      | $3549580.78   | 0.04%             | 2027-03-11      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22534PAK9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $509102.77    | 0.01%             | 2034-03-11      | Fixed         | 5.37%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22535EAG2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $413055.77    | 0.00%             | 2033-07-05      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                       | CREDIT AGRICOLE SA                                 | CUSIP: 22535EAK3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $407282.21    | 0.00%             | 2034-03-11      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      71000 | PA      | $62946.78     | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                        | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $774848.62    | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                        | CROWN CASTLE INC                                   | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4754000 | PA      | $4715016.39   | 0.05%             | 2033-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC.                                             | CUMMINS INC                                        | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     298000 | PA      | $304377.61    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| CUMMINS INC.                                             | CUMMINS INC                                        | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2604851.93   | 0.03%             | 2035-05-09      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2516000 | PA      | $2722387.86   | 0.03%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3243937.48   | 0.03%             | 2044-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON, INC.                                        | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   11550000 | PA      | $11790519.74  | 0.12%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DXC TECHNOLOGY COMPANY                                   | DXC TECHNOLOGY CO                                  | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    4067000 | PA      | $3819831.49   | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     400000 | PA      | $353335.39    | 0.00%             | 2031-12-14      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC           | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47760.03     | 0.00%             | 2027-04-07      | Fixed         | 3.65%                 | Yes           | 2                  | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AU4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3512000 | PA      | $3573554.58   | 0.04%             | 2033-09-20      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: —       |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                  | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    5371000 | PA      | $5385718.90   | 0.05%             | 2027-09-25      | Floating      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS, INC.                                 | DARDEN RESTAURANTS INC                             | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     585000 | PA      | $628029.31    | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EWY1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300202.98    | 0.00%             | 2026-06-08      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                           | JOHN DEERE CAPITAL CORP                            | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     178000 | PA      | $178440.24    | 0.00%             | 2027-06-11      | Floating      | 4.25%                 | No            | 2                  | On Loan: No      |
| DELL INC.                                                | DELL INC                                           | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2416974.77   | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DELL INC.                                                | DELL INC                                           | CUSIP: 24702RAM3<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     450000 | PA      | $439025.45    | 0.00%             | 2040-09-10      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1447397.87   | 0.01%             | 2041-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     400000 | PA      | $417027.19    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017432.99   | 0.01%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                         | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 25160PAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $40605.22     | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                  | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1725444.08   | 0.02%             | 2032-04-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   13001000 | PA      | $12671108.60  | 0.13%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   18378000 | PA      | $16202135.95  | 0.16%             | 2042-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | DEVON ENERGY CORP                                  | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3448415.94   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| DEVON FINANCING COMPANY, L.L.C.                          | DEVON ENERGY CORP                                  | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     914000 | PA      | $1049405.01   | 0.01%             | 2031-09-30      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                       | DIAGEO CAPITAL PLC                                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     110000 | PA      | $87146.03     | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DIAGEO CAPITAL PLC                                       | DIAGEO CAPITAL PLC                                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      58000 | PA      | $59974.65     | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                              | DICK S SPORTING GOODS INC                          | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    2597000 | PA      | $2366683.44   | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE, NATIONAL ASSOCIATION                        | DISCOVER BANK                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    2907000 | PA      | $2725951.43   | 0.03%             | 2030-02-06      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109975.92    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2678000 | PA      | $3017075.10   | 0.03%             | 2037-11-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687EP7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1955813.18   | 0.02%             | 2039-08-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: —       |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4533000 | PA      | $4871531.24   | 0.05%             | 2041-02-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     400000 | PA      | $392827.44    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     400000 | PA      | $357277.61    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| THE WALT DISNEY COMPANY                                  | WALT DISNEY CO THE                                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5732000 | PA      | $4704188.55   | 0.05%             | 2040-05-13      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TWDC ENTERPRISES 18 CORP.                                | TWDC ENTERPRISES 18 CORP                           | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     250000 | PA      | $220318.04    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                        | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $3180790.06   | 0.03%             | 2032-11-29      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| DOLLAR GENERAL CORPORATION                               | DOLLAR GENERAL CORP                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152921.03    | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                    | DOMINION ENERGY INC                                | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     666000 | PA      | $599924.84    | 0.01%             | 2041-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                    | DOMINION ENERGY INC                                | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3806000 | PA      | $3023921.01   | 0.03%             | 2042-09-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     385000 | PA      | $344893.69    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1030278.30   | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1767592.22   | 0.02%             | 2034-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     483000 | PA      | $382518.57    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     920000 | PA      | $971588.78    | 0.01%             | 2033-03-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2513065.44   | 0.02%             | 2034-02-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     307000 | PA      | $305018.52    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| THE DOW CHEMICAL COMPANY                                 | DOW CHEMICAL CO THE                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   21757000 | PA      | $21680303.75  | 0.22%             | 2036-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: —       |
| EIDP, INC.                                               | EIDP INC                                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3911146.89   | 0.04%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1470359.46   | 0.01%             | 2032-10-15      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113754.20    | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| DCP MIDSTREAM OPERATING, LP                              | DCP MIDSTREAM OPERATING LP                         | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3654000 | PA      | $3873142.00   | 0.04%             | 2036-11-03      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                  | DUKE ENERGY CORP                                   | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     262000 | PA      | $241657.60    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: —       |
| Duke Energy Carolinas, LLC                               | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   21659000 | PA      | $23050563.46  | 0.23%             | 2037-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                            | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197680.49    | 0.00%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                            | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1415096.89   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           | 2                  | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                            | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2516162.46   | 0.03%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           | 2                  | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                 | ELECTRICITE DE FRANCE SA                           | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              |  | FR        |    2000000 | PA      | $1856944.64   | 0.02%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                          | EMD FINANCE LLC                                    | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2969804.13   | 0.03%             | 2030-10-15      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                          | EMD FINANCE LLC                                    | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |     647000 | PA      | $640110.82    | 0.01%             | 2032-10-15      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| EMD FINANCE LLC                                          | EMD FINANCE LLC                                    | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $988808.30    | 0.01%             | 2035-10-15      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ENI S.P.A.                                               | ENI SPA                                            | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    5554000 | PA      | $5481467.09   | 0.05%             | 2040-10-01      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| ENI S.P.A.                                               | ENI SPA                                            | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     461000 | PA      | $463688.72    | 0.00%             | 2028-09-12      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| ENI S.P.A.                                               | ENI SPA                                            | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     178000 | PA      | $176936.06    | 0.00%             | 2029-05-09      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| E.ON International Finance B.V.                          | E ON INTERNATIONAL FINANCE BV                      | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |    4281000 | PA      | $4673923.62   | 0.05%             | 2038-04-30      | Fixed         | 6.65%                 | Yes           | 2                  | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                        | ERP OPERATING LP                                   | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390443.07    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2164782.46   | 0.02%             | 2042-03-15      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    3306000 | PA      | $3297484.97   | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                     | ERAC USA FINANCE LLC                               | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1238926.13   | 0.01%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: —       |
| EPR PROPERTIES                                           | EPR PROPERTIES                                     | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    3087000 | PA      | $2833652.56   | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS INC.                                     | EAGLE MATERIALS INC                                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1054369.78   | 0.01%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EAGLE MATERIALS INC.                                     | EAGLE MATERIALS INC                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    2727000 | PA      | $2622740.71   | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EBAY INC.                                                | EBAY INC                                           | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2412555.45   | 0.02%             | 2042-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EBAY INC.                                                | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     575000 | PA      | $620719.89    | 0.01%             | 2032-11-22      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                      | KINDER MORGAN INC                                  | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3664904.70   | 0.04%             | 2031-08-01      | Fixed         | 7.80%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN, INC.                                      | KINDER MORGAN INC                                  | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $3575697.28   | 0.04%             | 2032-01-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     305000 | PA      | $354357.75    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     908000 | PA      | $792975.47    | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13656000 | PA      | $13500458.71  | 0.13%             | 2033-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EMERA US FINANCE LP                                      | EMERA US FINANCE LP                                | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     734000 | PA      | $653712.78    | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENABLE MIDSTREAM PARTNERS LP                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     343000 | PA      | $338167.57    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                             | OVINTIV INC                                        | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2765552.49   | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                             | OVINTIV INC                                        | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5858547.31   | 0.06%             | 2037-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| OVINTIV INC.                                             | OVINTIV INC                                        | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $5601219.50   | 0.06%             | 2038-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc.                                            | ENBRIDGE INC                                       | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $176052.28    | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                           | ENBRIDGE ENERGY PARTNERS LP                        | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    1331000 | PA      | $1543408.63   | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS, L.P.                           | ENBRIDGE ENERGY PARTNERS LP                        | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2558000 | PA      | $2504839.57   | 0.02%             | 2040-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Iberdrola International B.V.                             | IBERDROLA INTERNATIONAL BV                         | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    5100000 | PA      | $5731081.09   | 0.06%             | 2036-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1946000 | PA      | $2147495.40   | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | Yes           | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6906000 | PA      | $7016718.17   | 0.07%             | 2039-10-07      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1538000 | PA      | $1660794.15   | 0.02%             | 2036-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3332000 | PA      | $3848266.84   | 0.04%             | 2038-07-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9964000 | PA      | $10087603.72  | 0.10%             | 2041-06-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $9051372.23   | 0.09%             | 2042-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1257513.18   | 0.01%             | 2043-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     682000 | PA      | $663892.69    | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     869000 | PA      | $967061.30    | 0.01%             | 2029-11-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1494818.36   | 0.01%             | 2045-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     277000 | PA      | $288456.73    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1084050.88   | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1842000 | PA      | $1807549.85   | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    6519000 | PA      | $7350405.36   | 0.07%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     665000 | PA      | $675050.57    | 0.01%             | 2034-06-26      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2973500.07   | 0.03%             | 2038-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: —       |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     900000 | PA      | $917495.33    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ENTERGY CORPORATION                                      | ENTERGY CORP                                       | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $932115.70    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     296000 | PA      | $328202.45    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3777000 | PA      | $3885747.50   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5587000 | PA      | $5969576.92   | 0.06%             | 2039-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6443000 | PA      | $7652709.85   | 0.08%             | 2038-04-15      | Fixed         | 7.55%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9965000 | PA      | $10982631.18  | 0.11%             | 2040-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $4122790.30   | 0.04%             | 2041-02-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     772000 | PA      | $780631.76    | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2231443.67   | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1665081.99   | 0.02%             | 2043-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    8564000 | PA      | $7792670.24   | 0.08%             | 2044-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     750000 | PA      | $696373.66    | 0.01%             | 2045-02-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399639.52    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $799657.85    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                        | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1163000 | PA      | $1173242.10   | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC.                                             | EQUIFAX INC                                        | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     355000 | PA      | $311886.39    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                 | EQUITABLE HOLDINGS INC                             | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     150000 | PA      | $156335.93    | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                            | EQUINIX INC                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     205000 | PA      | $184740.62    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                            | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     209000 | PA      | $198313.06    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     570000 | PA      | $544922.53    | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   13753000 | PA      | $11466503.79  | 0.11%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     271000 | PA      | $250974.54    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1812000 | PA      | $1845474.36   | 0.02%             | 2035-06-03      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12655000 | PA      | $12464615.02  | 0.12%             | 2035-11-14      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                                 | EQUITABLE HOLDINGS INC                             | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     475000 | PA      | $485934.34    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                          | ESTEE LAUDER COS INC THE                           | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1009000 | PA      | $1067932.80   | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE ESTEE LAUDER COMPANIES INC.                          | ESTEE LAUDER COS INC THE                           | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3791954.67   | 0.04%             | 2033-05-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: —       |
| THE ESTEE LAUDER COMPANIES INC.                          | ESTEE LAUDER COS INC THE                           | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399186.33    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29874QEU4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    6705000 | PA      | $6699583.84   | 0.07%             | 2029-02-16      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development         | EUROPEAN BANK FOR RECONSTRUCTION                   | CUSIP: 29875BAK2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    3195000 | PA      | $3197450.12   | 0.03%             | 2028-02-20      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction and Development         | EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT       | CUSIP: 29875BAM8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              |  | GB        |    2830000 | PA      | $2833430.58   | 0.03%             | 2030-07-22      | Floating      | 4.08%                 | No            | 2                  | On Loan: No      |
| European Investment Bank                                 | EUROPEAN INVESTMENT BANK                           | CUSIP: 298785KD7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              |  | LU        |    5000000 | PA      | $5006938.25   | 0.05%             | 2029-08-14      | Floating      | 3.99%                 | No            | 2                  | On Loan: No      |
| Eversource Energy                                        | EVERSOURCE ENERGY                                  | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4597832.80   | 0.05%             | 2032-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                     | EXELON GENERATION CO LLC                           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     779000 | PA      | $821822.78    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                     | EXELON GENERATION CO LLC                           | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     348000 | PA      | $350089.17    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                     | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    1644000 | PA      | $1616800.12   | 0.02%             | 2042-06-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| EXELON CORPORATION                                       | EXELON CORP                                        | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     250000 | PA      | $242379.83    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                      | EXPEDIA GROUP INC                                  | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1681367.32   | 0.02%             | 2030-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                      | EXPEDIA GROUP INC                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1961917.46   | 0.02%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| EXPERIAN FINANCE PLC                                     | EXPERIAN FINANCE PLC                               | CUSIP: 30217AAB9<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     688000 | PA      | $682246.61    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| EXPERIAN FINANCE PLC                                     | EXPERIAN FINANCE PLC                               | CUSIP: 30217AAC7<br>LEI: 635400RKRK5EGXSPC782 | Long             | DBT              | CORP              | GB        |     302000 | PA      | $282551.88    | 0.00%             | 2030-03-08      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                   | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     400000 | PA      | $346229.61    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP                                   | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1632264.50   | 0.02%             | 2039-08-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                  | EXXON MOBIL CORP                                   | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   26610000 | PA      | $24017777.80  | 0.24%             | 2040-03-19      | Fixed         | 4.23%                 | No            | 2                  | On Loan: No      |
| FMR LLC                                                  | FMR LLC                                            | CUSIP: 302508AQ9<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     152000 | PA      | $164489.25    | 0.00%             | 2029-06-15      | Fixed         | 7.57%                 | Yes           | 2                  | On Loan: No      |
| FMR LLC                                                  | FMR LLC                                            | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1703921.07   | 0.02%             | 2039-11-15      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| FMR LLC                                                  | FMR LLC                                            | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     256000 | PA      | $238958.79    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11223000 | PA      | $10683787.49  | 0.11%             | 2032-08-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   22193000 | PA      | $22400409.56  | 0.22%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: —       |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3996000 | PA      | $3931835.75   | 0.04%             | 2034-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6546000 | PA      | $6082003.35   | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                     | META PLATFORMS INC                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     846000 | PA      | $824515.41    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: —       |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1100000 | PA      | $1096686.07   | 0.01%             | 2030-04-29      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2220000 | PA      | $2077682.57   | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                       | FAIRFAX FINL HLDGS LTD                             | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     971000 | PA      | $1000523.05   | 0.01%             | 2032-08-16      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5650000 | PA      | $5931636.23   | 0.06%             | 2033-12-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                       | FAIRFAX FINANCIAL HOLDINGS LTD                     | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $255921.56    | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                              | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130000 | PA      | $71171.84     | 0.00%             | 2038-11-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEB25<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |     265000 | PA      | $261539.79    | 0.00%             | 2028-06-09      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                              | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AFFX0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |      85000 | PA      | $83754.17     | 0.00%             | 2028-11-16      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                        | FEDEX CORP                                         | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3246000 | PA      | $2442393.59   | 0.02%             | 2041-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FEDEX CORPORATION                                        | FEDEX CORP                                         | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     904000 | PA      | $730500.69    | 0.01%             | 2043-04-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC              | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $306536.94    | 0.00%             | 2029-04-26      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: —       |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.             | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     102000 | PA      | $73691.27     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                         | FIDELITY NATIONAL FINANCIAL INC                    | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39862.84     | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                         | FIDELITY NATIONAL FINANCIAL INC                    | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1767692.55   | 0.02%             | 2030-06-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL, INC                         | FIDELITY NATIONAL FINANCIAL INC                    | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1535984.52   | 0.02%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1442000 | PA      | $1382685.25   | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $891578.48    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                     | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $2388574.72   | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                             | FISERV INC                                         | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5779873.36   | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            | 2                  | On Loan: —       |
| FISERV, INC.                                             | FISERV INC                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     550000 | PA      | $557033.69    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                             | FISERV INC                                         | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $3456051.02   | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                             | FISERV INC                                         | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     250000 | PA      | $243614.64    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| FISERV, INC.                                             | FISERV INC                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     500000 | PA      | $487797.04    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| FIVE CORNERS FUNDING TRUST II                            | FIVE CORNERS FUNDING TRUST II                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2801789.67   | 0.03%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| FLEX LTD.                                                | FLEX LTD                                           | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    5701000 | PA      | $5720773.18   | 0.06%             | 2029-06-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                | FLEX LTD                                           | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3394000 | PA      | $3395903.36   | 0.03%             | 2030-05-12      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                | FLEX LTD                                           | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     499000 | PA      | $510016.24    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                | FLEX LTD                                           | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     150000 | PA      | $150920.35    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| FLEX LTD.                                                | FLEX LTD                                           | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     500000 | PA      | $497021.88    | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                    | FLOWSERVE CORP                                     | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    4356000 | PA      | $4115483.90   | 0.04%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                    | FLOWSERVE CORP                                     | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    1958000 | PA      | $1731521.12   | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                         | FORTUNE BRANDS HOME SECURITY INC                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1343000 | PA      | $1282356.22   | 0.01%             | 2029-09-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                         | FORTUNE BRANDS HOME SECURITY INC                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     933000 | PA      | $881606.32    | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS, INC.                         | FORTUNE BRANDS INNOVATIONS INC                     | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     556000 | PA      | $578679.41    | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| FOX CORPORATION                                          | FOX CORP                                           | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   20134000 | PA      | $19610722.98  | 0.19%             | 2039-01-25      | Fixed         | 5.48%                 | No            | 2                  | On Loan: —       |
| FOX CORPORATION                                          | FOX CORP                                           | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    5633000 | PA      | $6049218.15   | 0.06%             | 2033-10-13      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FRANKLIN RESOURCES, INC.                                 | FRANKLIN RESOURCES INC                             | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $882700.65    | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            | 2                  | On Loan: No      |
| FREEPORT-MCMORAN INC.                                    | FREEPORT MCMORAN INC                               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     180000 | PA      | $171834.77    | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $5645729.80   | 0.06%             | 2031-02-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.              | FRESENIUS MEDICAL CARE US FINANCE III INC          | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     457000 | PA      | $408582.93    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| GATX CORPORATION                                         | GATX CORP                                          | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     400000 | PA      | $369621.04    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GATX CORPORATION                                         | GATX CORP                                          | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     613000 | PA      | $647676.78    | 0.01%             | 2034-03-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                      | ALLY FINANCIAL INC                                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   10498000 | PA      | $11725957.67  | 0.12%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GXO LOGISTICS, INC.                                      | GXO LOGISTICS INC                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1334158.17   | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                 | GENERAL ELECTRIC CO                                | CUSIP: 36962G3A0<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     174000 | PA      | $186571.28    | 0.00%             | 2037-08-07      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MILLS, INC.                                      | GENERAL MILLS INC                                  | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1360456.99   | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC.                                      | ALLY FINANCIAL INC                                 | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7591000 | PA      | $8439078.44   | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11279703.21  | 0.11%             | 2043-10-02      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     644000 | PA      | $622828.96    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    8057000 | PA      | $8624094.36   | 0.09%             | 2036-04-01      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3127870.53   | 0.03%             | 2046-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     157000 | PA      | $156303.92    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3146351.22   | 0.03%             | 2038-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2824000 | PA      | $2886790.48   | 0.03%             | 2029-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1696000 | PA      | $1735137.00   | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS COMPANY                                   | GENERAL MOTORS CO                                  | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1309785.28   | 0.01%             | 2035-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     311000 | PA      | $318238.47    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1393000 | PA      | $1330713.76   | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1667000 | PA      | $1493008.41   | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     703000 | PA      | $675878.71    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1464000 | PA      | $1319331.78   | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     423000 | PA      | $423546.80    | 0.00%             | 2027-02-26      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2038000 | PA      | $1843642.54   | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1425007.90   | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2843000 | PA      | $3027464.44   | 0.03%             | 2033-01-09      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1179805.50   | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     371000 | PA      | $383684.76    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XES1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1268548.02   | 0.01%             | 2027-05-08      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3827000 | PA      | $3960763.60   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEW2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     495000 | PA      | $495184.82    | 0.00%             | 2027-07-15      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2266147.15   | 0.02%             | 2034-09-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3624729.53   | 0.04%             | 2030-01-07      | Floating      | 4.94%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410321.12    | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     603000 | PA      | $627512.23    | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                   | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     170000 | PA      | $168774.65    | 0.00%             | 2036-01-08      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| GEORGIA-PACIFIC LLC                                      | GEORGIA PACIFIC LLC                                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     708000 | PA      | $843079.25    | 0.01%             | 2031-05-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO                                   | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2020254.72   | 0.02%             | 2042-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3939000 | PA      | $3966833.45   | 0.04%             | 2033-05-17      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                    | GEORGIA POWER CO                                   | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     691000 | PA      | $704097.86    | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6623000 | PA      | $6712154.59   | 0.07%             | 2041-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10849000 | PA      | $9779347.08   | 0.10%             | 2044-04-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195100.78    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1163445.04   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| GILEAD SCIENCES, INC.                                    | GILEAD SCIENCES INC                                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     836000 | PA      | $843181.57    | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC.                             | GLAXOSMITHKLINE CAPITAL INC                        | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $166127.71    | 0.00%             | 2038-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     705000 | PA      | $709580.42    | 0.01%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     874000 | PA      | $795599.77    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3751000 | PA      | $3418197.06   | 0.03%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     680000 | PA      | $608378.14    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    5733000 | PA      | $5922633.94   | 0.06%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    3962000 | PA      | $4299607.05   | 0.04%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1026000 | PA      | $968888.48    | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     564000 | PA      | $516803.07    | 0.01%             | 2030-05-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1358000 | PA      | $1194802.69   | 0.01%             | 2031-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3207000 | PA      | $3190401.79   | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| GLOBAL PAYMENTS INC.                                     | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    9739000 | PA      | $9392881.00   | 0.09%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     381000 | PA      | $339086.93    | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2587000 | PA      | $2783701.17   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: —       |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24732000 | PA      | $26158783.89  | 0.26%             | 2041-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     921000 | PA      | $858200.66    | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                            | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     851000 | PA      | $827548.28    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HF SINCLAIR CORPORATION                                  | HF SINCLAIR CORP                                   | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3733646.11   | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: —       |
| HF SINCLAIR CORPORATION                                  | HF SINCLAIR CORP                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9547616.54   | 0.09%             | 2032-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                 | HCA INC                                            | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4067000 | PA      | $4595061.15   | 0.05%             | 2033-11-06      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                 | HCA INC                                            | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3268385.80   | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                 | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     470000 | PA      | $481766.14    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                 | HCA INC                                            | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1434659.41   | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC HOLDINGS PLC                                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     917000 | PA      | $968652.84    | 0.01%             | 2042-01-14      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HSBC USA INC.                                            | HSBC USA INC                                       | CUSIP: 40428HA51<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   10177000 | PA      | $10220354.02  | 0.10%             | 2027-03-04      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                  | HP INC                                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1231175.96   | 0.01%             | 2031-06-17      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                  | HP INC                                             | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $526025.55    | 0.01%             | 2035-04-25      | Fixed         | 6.10%                 | No            | 2                  | On Loan: —       |
| HALLIBURTON COMPANY                                      | HALLIBURTON CO                                     | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    9354000 | PA      | $10393500.39  | 0.10%             | 2038-09-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                      | HALLIBURTON CO                                     | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    7103000 | PA      | $8358343.59   | 0.08%             | 2039-09-15      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                      | HALLIBURTON CO                                     | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1529411.58   | 0.02%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                      | HALLIBURTON CO                                     | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    7686000 | PA      | $6769438.20   | 0.07%             | 2043-08-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HALLIBURTON COMPANY                                      | HALLIBURTON CO                                     | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   10708000 | PA      | $10475670.02  | 0.10%             | 2035-11-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                 | HARLEY DAVIDSON FINANCIAL SERVICES INC             | CUSIP: 41283LBA2<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1031204.99   | 0.01%             | 2027-02-14      | Fixed         | 3.05%                 | Yes           | 2                  | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                       | HARTFORD FINANCIAL SERVICES GROUP INC THE          | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      86000 | PA      | $90042.32     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| THE HARTFORD INSURANCE GROUP, INC.                       | HARTFORD FINANCIAL SERVICES GROUP INC THE          | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $264859.43    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                             | HASBRO INC                                         | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   11351000 | PA      | $11757938.91  | 0.12%             | 2040-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                             | HASBRO INC                                         | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     600000 | PA      | $545520.17    | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Hasbro, Inc.                                             | HASBRO INC                                         | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2668074.82   | 0.03%             | 2034-05-14      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | WELLTOWER INC                                      | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     510000 | PA      | $556429.69    | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL            | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     253000 | PA      | $229691.60    | 0.00%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           | 2                  | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                  | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6193031.80   | 0.06%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     653000 | PA      | $614838.40    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                         | HEALTHCARE TRUST OF AMERICA HOLDINGS LP            | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     445000 | PA      | $388849.77    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: —       |
| Healthcare Realty Holdings, L.P.                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2302389.89   | 0.02%             | 2028-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    2893000 | PA      | $2643482.16   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Healthcare Realty Holdings, L.P.                         | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      51000 | PA      | $44366.29     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Heineken N.V.                                            | HEINEKEN NV                                        | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |    1100000 | PA      | $905124.10    | 0.01%             | 2042-10-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4128000 | PA      | $4525066.33   | 0.04%             | 2039-08-01      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                  | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2786987.82   | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HELMERICH & PAYNE, INC.                                  | HELMERICH PAYNE INC                                | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197678.66    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP                                          | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4161000 | PA      | $4409963.03   | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                         | HESS CORP                                          | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    6674000 | PA      | $6803862.76   | 0.07%             | 2041-02-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HP INC.                                                  | HP INC                                             | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3206000 | PA      | $3212714.42   | 0.03%             | 2041-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: —       |
| HEWLETT PACKARD ENTERPRISE COMPANY                       | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195423.91    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2269012.06   | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     730000 | PA      | $648714.35    | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| Highwoods Realty Limited Partnership                     | HIGHWOODS REALTY LP                                | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    1596000 | PA      | $1780603.53   | 0.02%             | 2034-02-01      | Fixed         | 7.65%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC THE                                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3674526.28   | 0.04%             | 2036-12-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC THE                                 | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1294000 | PA      | $1305716.28   | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC THE                                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2938347.28   | 0.03%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC THE                                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4167000 | PA      | $3339832.58   | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| THE HOME DEPOT, INC.                                     | HOME DEPOT INC THE                                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510654.36    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| HONDA MOTOR CO., LTD.                                    | HONDA MOTOR CO LTD                                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $750342.92    | 0.01%             | 2035-07-08      | Fixed         | 5.34%                 | No            | 2                  | On Loan: —       |
| HOST HOTELS & RESORTS, L.P.                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    6284000 | PA      | $5984568.78   | 0.06%             | 2029-12-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     964000 | PA      | $862559.78    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                              | HOST HOTELS RESORTS LP                             | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    5053000 | PA      | $5067851.58   | 0.05%             | 2035-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC                                         | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3083000 | PA      | $3162411.79   | 0.03%             | 2033-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC                                         | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $256463.61    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC.                                              | HUMANA INC                                         | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2732459.98   | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: —       |
| HUNTINGTON BANCSHARES INCORPORATED                       | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1783742.29   | 0.02%             | 2030-02-04      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| HYATT HOTELS CORPORATION                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   11089000 | PA      | $11298888.27  | 0.11%             | 2031-12-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: —       |
| HYATT HOTELS CORPORATION                                 | HYATT HOTELS CORP                                  | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1339171.34   | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                      | IBM INTERNATIONAL CAPITAL PTE LTD                  | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    1550000 | PA      | $1528984.60   | 0.02%             | 2034-02-05      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| IBM INTERNATIONAL CAPITAL PTE. LTD.                      | IBM INTERNATIONAL CAPITAL PTE LTD                  | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    9083000 | PA      | $8327051.61   | 0.08%             | 2044-02-05      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ILLUMINA, INC.                                           | ILLUMINA INC                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     517000 | PA      | $465733.87    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                              | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    6875000 | PA      | $7092992.78   | 0.07%             | 2034-07-01      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| ING Groep N.V.                                           | ING GROEP NV                                       | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     725000 | PA      | $726583.25    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ING Groep N.V.                                           | ING GROEP NV                                       | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     252000 | PA      | $249052.27    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6398000 | PA      | $5685105.86   | 0.06%             | 2041-10-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6338000 | PA      | $5179720.55   | 0.05%             | 2042-12-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $10352566.27  | 0.10%             | 2040-03-25      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4978000 | PA      | $3484740.43   | 0.03%             | 2041-08-12      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1202367.58   | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| INTEL CORPORATION                                        | INTEL CORP                                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   16686000 | PA      | $16071874.27  | 0.16%             | 2043-02-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0DU9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    5126000 | PA      | $5129130.50   | 0.05%             | 2028-03-20      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    2463000 | PA      | $2464477.80   | 0.02%             | 2029-02-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |     840000 | PA      | $840493.53    | 0.01%             | 2027-04-12      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EG9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    2160000 | PA      | $2164449.56   | 0.02%             | 2027-10-04      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0EQ7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |   10329000 | PA      | $10367690.68  | 0.10%             | 2029-08-01      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 4581X0ET1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    1775000 | PA      | $1780724.09   | 0.02%             | 2030-03-13      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: 45828RAA3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              |  | US        |    5435000 | PA      | $5449943.97   | 0.05%             | 2028-10-05      | Floating      | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC                      | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2764000 | PA      | $2517339.62   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC                      | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2575464.51   | 0.03%             | 2033-03-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | INTERCONTINENTAL EXCHANGE INC                      | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4262000 | PA      | $4392665.36   | 0.04%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058JF1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1745000 | PA      | $1751264.55   | 0.02%             | 2027-08-19      | Floating      | 4.10%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KD4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    1689000 | PA      | $1690942.35   | 0.02%             | 2028-11-22      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION DEV          | CUSIP: 459058KH5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     710000 | PA      | $711228.24    | 0.01%             | 2029-01-24      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    2078000 | PA      | $2079340.60   | 0.02%             | 2026-09-23      | Floating      | 3.96%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058KN2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    3311000 | PA      | $3315082.66   | 0.03%             | 2027-01-12      | Floating      | 4.01%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION              | CUSIP: 459058LD3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     296000 | PA      | $296337.44    | 0.00%             | 2027-02-23      | Floating      | 3.94%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK                                 | CUSIP: 459058LG6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |    2009000 | PA      | $2013086.43   | 0.02%             | 2028-05-15      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCTION DEVLOPMENT   | CUSIP: 459058LH4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |     545000 | PA      | $545821.76    | 0.01%             | 2027-06-15      | Floating      | 3.92%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction and Development    | INTERNATIONAL BANK FOR RECONSTRUCT DEV             | CUSIP: 459058LP6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              |  | US        |      99000 | PA      | $99142.88     | 0.00%             | 2027-11-18      | Floating      | 3.95%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18664275.01  | 0.19%             | 2039-11-30      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5322000 | PA      | $4297041.45   | 0.04%             | 2042-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     113000 | PA      | $109838.15    | 0.00%             | 2029-05-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9947000 | PA      | $8615812.59   | 0.09%             | 2039-05-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10462000 | PA      | $7606380.05   | 0.08%             | 2040-05-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     525000 | PA      | $512715.87    | 0.01%             | 2032-07-27      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     620000 | PA      | $616853.04    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     896000 | PA      | $903503.64    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     891000 | PA      | $875421.80    | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            | 2                  | On Loan: —       |
| INTERNATIONAL BUSINESS MACHINES CORPORATION              | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3243000 | PA      | $3159883.24   | 0.03%             | 2036-02-03      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDJ6<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |    1808000 | PA      | $1812267.87   | 0.02%             | 2028-08-28      | Floating      | 3.97%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION                        | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDL1<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              |  | US        |     400000 | PA      | $401070.77    | 0.00%             | 2029-08-28      | Floating      | 4.02%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL FINANCE CORPORATION (I F C) LTD            | INTERNATIONAL FINANCE CORP                         | CUSIP: 45950KDN7<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    1805000 | PA      | $1812715.63   | 0.02%             | 2030-10-22      | Floating      | 4.04%                 | No            | 2                  | On Loan: No      |
| INTERNATIONAL PAPER COMPANY                              | INTERNATIONAL PAPER CO                             | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     435000 | PA      | $438438.77    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211145.84    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     798000 | PA      | $831041.86    | 0.01%             | 2033-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196907.82    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                       | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102677.17    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     734000 | PA      | $728950.64    | 0.01%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2609000 | PA      | $2552605.00   | 0.03%             | 2029-09-23      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3370000 | PA      | $3670147.87   | 0.04%             | 2033-06-20      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                      | INTESA SANPAOLO SPA                                | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1708000 | PA      | $1923074.72   | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                | INVITATION HOMES OPERATING PARTNERSHIP LP          | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     346000 | PA      | $328938.26    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $6809609.72   | 0.07%             | 2038-05-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15190000 | PA      | $15505898.53  | 0.15%             | 2040-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                  | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7823000 | PA      | $7948777.57   | 0.08%             | 2041-07-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC.                                               | JABIL INC                                          | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1345031.61   | 0.01%             | 2030-01-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| JABIL INC.                                               | JABIL INC                                          | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1289943.95   | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JABIL INC.                                               | JABIL INC                                          | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     315000 | PA      | $315007.68    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                   | JACKSON FINANCIAL INC                              | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    7607000 | PA      | $6811252.80   | 0.07%             | 2031-11-23      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| JACKSON FINANCIAL INC.                                   | JACKSON FINANCIAL INC                              | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2041000 | PA      | $2062523.90   | 0.02%             | 2032-06-08      | Fixed         | 5.67%                 | No            | 2                  | On Loan: No      |
| JACOBS ENGINEERING GROUP INC.                            | JACOBS ENGINEERING GROUP INC                       | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    9099000 | PA      | $9399686.55   | 0.09%             | 2033-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| JACOBS SOLUTIONS INC.                                    | JACOBS SOLUTIONS INC                               | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485526.59    | 0.00%             | 2036-03-03      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                       | JANUS HEND US HLDGS INC                            | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    6701000 | PA      | $6734167.74   | 0.07%             | 2034-09-10      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES GROUP LLC                                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5211000 | PA      | $5332672.47   | 0.05%             | 2036-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     550000 | PA      | $546009.87    | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES GROUP LLC                                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5766000 | PA      | $5597692.07   | 0.06%             | 2030-01-23      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES GROUP LLC                                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1531000 | PA      | $1299542.33   | 0.01%             | 2032-10-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES GROUP LLC                                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    6561000 | PA      | $5735458.83   | 0.06%             | 2031-10-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: —       |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     268000 | PA      | $273814.97    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES FIN GROUP INC                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   11313000 | PA      | $11578381.37  | 0.12%             | 2034-04-14      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                     | JERSEY CENTRAL POWER LIGHT CO                      | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     241000 | PA      | $216544.87    | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                     | JERSEY CENTRAL PWR LT                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    7302000 | PA      | $7276831.69   | 0.07%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                     | JERSEY CENTRAL POWER LIGHT CO                      | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4124956.91   | 0.04%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1253741.67   | 0.01%             | 2038-07-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1089920.48   | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6131000 | PA      | $5494158.19   | 0.05%             | 2037-03-03      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $2663116.19   | 0.03%             | 2038-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| JOHNSON & JOHNSON                                        | JOHNSON JOHNSON                                    | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $805197.13    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| JT International Financial Services B.V.                 | JT INTERNATIONAL FINANCIAL SERVICES BV             | CUSIP: 480914AA8<br>LEI: 549300U2F0PG10VZUN93 | Long             | DBT              | CORP              | NL        |   10113000 | PA      | $11189691.87  | 0.11%             | 2032-10-24      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | JPMORGAN CHASE BANK NA                             | CUSIP: 48125LRV6<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1793969.30   | 0.02%             | 2026-12-08      | Floating      | 4.65%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                     | JPMORGAN CHASE CO                                  | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $3726474.23   | 0.04%             | 2042-01-06      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| JUNIPER NETWORKS, INC.                                   | JUNIPER NETWORKS INC                               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    1161000 | PA      | $1018857.62   | 0.01%             | 2030-12-10      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| KELLANOVA                                                | KELLOGG CO                                         | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204281.42    | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| KEMPER CORPORATION                                       | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   16140000 | PA      | $14715607.39  | 0.15%             | 2032-02-23      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                                  | KEYCORP                                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     156000 | PA      | $146144.55    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                      | KILROY REALTY LP                                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     915000 | PA      | $734250.20    | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| KILROY REALTY, L.P.                                      | KILROY REALTY LP                                   | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2255387.03   | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP, LLC                                     | KIMCO REALTY CORP                                  | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     213000 | PA      | $198400.79    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP, LLC                                     | KIMCO REALTY CORP                                  | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     106000 | PA      | $93720.25     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KIMCO REALTY OP, LLC                                     | KIMCO REALTY OP LLC                                | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3696000 | PA      | $3743759.75   | 0.04%             | 2036-02-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     530000 | PA      | $605647.74    | 0.01%             | 2032-03-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $2233160.99   | 0.02%             | 2033-08-15      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     746000 | PA      | $773218.57    | 0.01%             | 2035-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1077000 | PA      | $1170113.23   | 0.01%             | 2037-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $6310997.65   | 0.06%             | 2038-01-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5866000 | PA      | $6310595.46   | 0.06%             | 2039-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2576239.06   | 0.03%             | 2040-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $2297644.81   | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     828000 | PA      | $813223.71    | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1632000 | PA      | $1474968.81   | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4164377.75   | 0.04%             | 2043-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                      | KINDER MORGAN ENERGY PARTNERS LP                   | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7326000 | PA      | $6948590.19   | 0.07%             | 2044-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| KINROSS GOLD CORPORATION                                 | KINROSS GOLD CORP                                  | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    4822000 | PA      | $5151317.62   | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                        | KOMMUNALBANKEN AS                                  | CUSIP: 50047JAP3<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |    6805000 | PA      | $6819402.10   | 0.07%             | 2028-03-03      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| KOMMUNALBANKEN AS                                        | KOMMUNALBANKEN AS                                  | CUSIP: 50047JAR9<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              |  | NO        |     500000 | PA      | $501963.62    | 0.00%             | 2029-04-09      | Floating      | 4.06%                 | Yes           | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1437000 | PA      | $1270252.55   | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4179000 | PA      | $4373160.48   | 0.04%             | 2040-02-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1734000 | PA      | $1886601.42   | 0.02%             | 2039-01-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     167000 | PA      | $162656.81    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Kraft Heinz Foods Company                                | KRAFT HEINZ FOODS CO                               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     582000 | PA      | $514272.24    | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| THE KROGER CO.                                           | KROGER CO THE                                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      35000 | PA      | $39489.62     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| LKQ CORPORATION                                          | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    5251000 | PA      | $5449069.77   | 0.05%             | 2033-06-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| L'OREAL SA                                               | L OREAL SA                                         | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    1860000 | PA      | $1882649.78   | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     400000 | PA      | $408980.04    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS, INC.                                       | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3157969.32   | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| LSEG FINANCE PLC                                         | LSEGA FINANCING PLC                                | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   11264000 | PA      | $8517167.16   | 0.08%             | 2041-04-06      | Fixed         | 3.20%                 | Yes           | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $2687283.79   | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    2559000 | PA      | $2603435.14   | 0.03%             | 2033-05-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: —       |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    5838000 | PA      | $5855135.64   | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6471538.00   | 0.06%             | 2035-05-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| LYB INTERNATIONAL FINANCE III, LLC                       | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   13422000 | PA      | $13558131.43  | 0.13%             | 2036-01-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| LAZARD GROUP LLC                                         | LAZARD GROUP LLC                                   | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     559000 | PA      | $553558.63    | 0.01%             | 2029-03-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEAR CORPORATION                                         | LEAR CORP                                          | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1404000 | PA      | $1383790.15   | 0.01%             | 2029-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LEAR CORPORATION                                         | LEAR CORP                                          | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1190311.57   | 0.01%             | 2030-05-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| LEAR CORPORATION                                         | LEAR CORP                                          | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     370000 | PA      | $326962.89    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| LEGG MASON, INC.                                         | LEGG MASON INC                                     | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    6883000 | PA      | $6711745.87   | 0.07%             | 2044-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                           | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 527288BF0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     424000 | PA      | $426394.43    | 0.00%             | 2043-10-23      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EAG9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1597746.52   | 0.02%             | 2035-03-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                | LIBERTY MUTUAL GROUP INC                           | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    2249000 | PA      | $2243259.81   | 0.02%             | 2029-02-01      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY UTILITIES CO.                                    | LIBERTY UTILITIES CO                               | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51551.58     | 0.00%             | 2034-01-31      | Fixed         | 5.87%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                            | LIBERTY UTILITIES FINANCE GP 1                     | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     986000 | PA      | $885985.93    | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | Yes           | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1452098.60   | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1136407.70   | 0.01%             | 2034-08-14      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1909357.59   | 0.02%             | 2035-02-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1484950.27   | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| ELI LILLY AND COMPANY                                    | ELI LILLY CO                                       | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8728384.26   | 0.09%             | 2035-10-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187AR0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     234000 | PA      | $239033.19    | 0.00%             | 2036-04-07      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   10083000 | PA      | $10930665.71  | 0.11%             | 2040-06-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2316968.06   | 0.02%             | 2030-01-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $3809168.77   | 0.04%             | 2031-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: —       |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2331053.58   | 0.02%             | 2032-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1197610.89   | 0.01%             | 2034-03-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                             | LINCOLN NATIONAL CORP                              | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486164.21    | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP                               | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     316000 | PA      | $343653.22    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                              | LOCKHEED MARTIN CORP                               | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1163563.20   | 0.01%             | 2035-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| LOEWS CORPORATION                                        | LOEWS CORP                                         | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1829659.15   | 0.02%             | 2043-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| LOEWS CORPORATION                                        | LOEWS CORP                                         | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390383.23    | 0.00%             | 2036-04-01      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| LOWE'S COMPANIES, INC.                                   | LOWE S COS INC                                     | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94072.46     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                            | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2508000 | PA      | $2263865.69   | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                            | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1214669.69   | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                            | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499278.34    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                  | MPLX LP                                            | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245545.17    | 0.00%             | 2036-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PBU7<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15724000 | PA      | $15808807.24  | 0.16%             | 2027-07-02      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LIMITED                                   | MACQUARIE BANK LTD                                 | CUSIP: 55608PBY9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    4350000 | PA      | $4368117.23   | 0.04%             | 2028-06-12      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Magna International Inc.                                 | MAGNA INTERNATIONAL INC                            | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    8723000 | PA      | $8981848.31   | 0.09%             | 2033-03-21      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Magna International Inc.                                 | MAGNA INTERNATIONAL INC                            | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    2895000 | PA      | $3016078.63   | 0.03%             | 2035-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                           | MANULIFE FINANCIAL CORP                            | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    3130000 | PA      | $3079547.53   | 0.03%             | 2035-12-11      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    9742000 | PA      | $10437341.58  | 0.10%             | 2041-03-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $859620.31    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                           | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1129819.91   | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC                                           | CUSIP: 571676AC9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     396000 | PA      | $360752.57    | 0.00%             | 2034-04-01      | Fixed         | 3.60%                 | Yes           | 2                  | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC                                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1063009.05   | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC                                           | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $140417.94    | 0.00%             | 2040-07-16      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| MARS, INCORPORATED                                       | MARS INC                                           | CUSIP: 571676AV7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   13535000 | PA      | $13386082.65  | 0.13%             | 2033-04-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    7138000 | PA      | $6745700.16   | 0.07%             | 2039-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     213000 | PA      | $220063.68    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101110.13    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                         | MARSH MCLENNAN COS INC                             | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     449000 | PA      | $449397.45    | 0.00%             | 2027-11-08      | Floating      | 4.37%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                             | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1201395.28   | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                             | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2099000 | PA      | $2013089.23   | 0.02%             | 2038-05-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                  | MASTERCARD INC                                     | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1609660.37   | 0.02%             | 2031-03-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                  | MASTERCARD INC                                     | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1853692.25   | 0.02%             | 2033-03-09      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                  | MASTERCARD INC                                     | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   12955000 | PA      | $13047965.86  | 0.13%             | 2034-05-09      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                  | MASTERCARD INC                                     | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7565000 | PA      | $7511229.87   | 0.07%             | 2032-01-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MASTERCARD INCORPORATED                                  | MASTERCARD INC                                     | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5603000 | PA      | $5495260.70   | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: —       |
| MCDONALD'S CORPORATION                                   | MCDONALD S CORP                                    | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     147000 | PA      | $160662.80    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| MEAD JOHNSON NUTRITION COMPANY                           | MEAD JOHNSON NUTRITION CO                          | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $347495.42    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAM9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   13006000 | PA      | $13018145.26  | 0.13%             | 2033-08-03      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: —       |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAS6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4221731.96   | 0.04%             | 2034-01-11      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAX5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3779262.70   | 0.04%             | 2034-08-01      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501334.20    | 0.00%             | 2027-11-15      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     438000 | PA      | $439549.48    | 0.00%             | 2028-03-31      | Floating      | 4.58%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                  | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBH9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4453183.15   | 0.04%             | 2035-04-01      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     371000 | PA      | $293244.21    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     505000 | PA      | $425127.14    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3460305.61   | 0.03%             | 2039-03-07      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   19113000 | PA      | $13547580.14  | 0.13%             | 2040-06-24      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1656000 | PA      | $1466147.91   | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248402.19    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     150000 | PA      | $137330.58    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   13612000 | PA      | $13586374.05  | 0.14%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MERCK & CO., INC.                                        | MERCK CO INC                                       | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8351000 | PA      | $8174205.91   | 0.08%             | 2035-12-04      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1113896.38   | 0.01%             | 2032-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     395000 | PA      | $412965.31    | 0.00%             | 2035-06-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4211000 | PA      | $4349385.21   | 0.04%             | 2041-02-06      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5672000 | PA      | $4723383.41   | 0.05%             | 2042-08-13      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2892000 | PA      | $2624211.59   | 0.03%             | 2043-11-13      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2925781.25   | 0.03%             | 2033-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| METLIFE, INC.                                            | METLIFE INC                                        | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     410000 | PA      | $418639.39    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                  | MICRON TECHNOLOGY INC                              | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     923000 | PA      | $823738.30    | 0.01%             | 2032-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                  | MICRON TECHNOLOGY INC                              | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1327669.86   | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1593404.86   | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    5174000 | PA      | $5331455.79   | 0.05%             | 2032-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1135892.38   | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                             | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1532145.36   | 0.02%             | 2033-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO                       | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   29015000 | PA      | $31097255.38  | 0.31%             | 2036-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                        | BERKSHIRE HATHAWAY ENERGY CO                       | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   19420000 | PA      | $20614617.03  | 0.20%             | 2037-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                | MISSISSIPPI POWER CO                               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1005000 | PA      | $839875.90    | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     266000 | PA      | $264668.59    | 0.00%             | 2026-09-13      | Fixed         | 2.76%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     328000 | PA      | $276920.37    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     741000 | PA      | $711233.58    | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     244000 | PA      | $226213.39    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     736000 | PA      | $664021.05    | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      51000 | PA      | $50775.76     | 0.00%             | 2026-09-13      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      45000 | PA      | $44826.62     | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      39000 | PA      | $38407.53     | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                            | MOLSON COORS BEVERAGE CO                           | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    2341000 | PA      | $2115918.42   | 0.02%             | 2042-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                     | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1287272.95   | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                           | MORGAN STANLEY                                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $7477170.02   | 0.07%             | 2042-07-24      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| THE MOSAIC COMPANY                                       | MOSAIC CO THE                                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   11510000 | PA      | $10196996.63  | 0.10%             | 2041-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| THE MOSAIC COMPANY                                       | MOSAIC CO THE                                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     770000 | PA      | $779744.14    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| MOTOROLA SOLUTIONS, INC.                                 | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1937000 | PA      | $1749663.63   | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                 | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2535835.02   | 0.03%             | 2031-05-24      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                 | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1919047.81   | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4315000 | PA      | $4386802.29   | 0.04%             | 2030-07-16      | Floating      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   16722000 | PA      | $16897173.65  | 0.17%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                  | NTT FINANCE CORP                                   | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3960000 | PA      | $4029209.40   | 0.04%             | 2035-07-16      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BN0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1683000 | PA      | $1697147.47   | 0.02%             | 2034-01-10      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BQ3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   15026000 | PA      | $15068672.19  | 0.15%             | 2027-06-11      | Floating      | 4.27%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525BW0<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     900000 | PA      | $902578.50    | 0.01%             | 2027-10-26      | Floating      | 4.25%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK                            | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $2015610.00   | 0.02%             | 2030-01-14      | Floating      | 4.44%                 | Yes           | 2                  | On Loan: —       |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 632525CL3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    1615000 | PA      | $1619959.15   | 0.02%             | 2028-06-13      | Floating      | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                  | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    2025000 | PA      | $2023871.29   | 0.02%             | 2029-10-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                | NATIONAL FUEL GAS CO                               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    5881000 | PA      | $5361268.92   | 0.05%             | 2031-03-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: —       |
| NATIONAL FUEL GAS COMPANY                                | NATIONAL FUEL GAS CO                               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1038880.99   | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NOV INC.                                                 | NOV INC                                            | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |   15959000 | PA      | $12555889.75  | 0.12%             | 2042-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NNN REIT, INC.                                           | NNN REIT INC                                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $410215.94    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE       | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1238000 | PA      | $1435332.17   | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE       | CUSIP: 63743HFQ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300683.75    | 0.00%             | 2027-02-05      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| NATIONAL SECURITIES CLEARING CORPORATION                 | NATIONAL SECURITIES CLEARING CORP                  | CUSIP: 637639AP0<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1942209.70   | 0.02%             | 2027-05-20      | Floating      | 4.24%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    4650000 | PA      | $4671606.60   | 0.05%             | 2027-05-17      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAL2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   11466000 | PA      | $11551763.96  | 0.11%             | 2029-05-17      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: —       |
| NATWEST MARKETS PLC                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    3725000 | PA      | $3742738.15   | 0.04%             | 2028-03-21      | Floating      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| NATWEST MARKETS PLC                                      | NATWEST MARKETS PLC                                | CUSIP: 63906YAQ1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     785000 | PA      | $790914.98    | 0.01%             | 2030-03-21      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                  | NBCUNIVERSAL MEDIA LLC                             | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     295000 | PA      | $311262.78    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                  | NBCUNIVERSAL MEDIA LLC                             | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    1281000 | PA      | $1294781.61   | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| NBCUNIVERSAL MEDIA, LLC                                  | NBCUNIVERSAL MEDIA LLC                             | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1506182.15   | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| NESTLE CAPITAL CORPORATION                               | NESTLE CAPITAL CORP                                | CUSIP: 64105MAB7<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7101001.18   | 0.07%             | 2031-03-12      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NESTLE CAPITAL CORPORATION                               | NESTLE CAPITAL CORP                                | CUSIP: 64105MAC5<br>LEI: 549300VIRTXBZ81J0S95 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3521249.98   | 0.03%             | 2034-03-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: —       |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062AF1<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   13437000 | PA      | $13292945.01  | 0.13%             | 2028-09-24      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |   18477000 | PA      | $16380903.34  | 0.16%             | 2038-09-24      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BF0<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2438125.58   | 0.02%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: —       |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BH6<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254386.18    | 0.00%             | 2033-03-14      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| NESTLE HOLDINGS, INC.                                    | NESTLE HOLDINGS INC                                | CUSIP: 641062BM5<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    4664000 | PA      | $4815272.13   | 0.05%             | 2030-09-12      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: —       |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                | NEW YORK STATE ELECTRIC GAS CORP                   | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     528000 | PA      | $551585.09    | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | Yes           | 2                  | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                | NEW YORK STATE ELECTRIC GAS CORP                   | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1436062.59   | 0.01%             | 2034-08-15      | Fixed         | 5.30%                 | Yes           | 2                  | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                | NEW YORK STATE ELECTRIC GAS CORP                   | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1233386.33   | 0.01%             | 2035-08-15      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| NewMarket Corporation                                    | NEWMARKET CORP                                     | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2589749.08   | 0.03%             | 2031-03-18      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| NEWMONT CORPORATION                                      | NEWMONT CORP                                       | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     434000 | PA      | $418216.79    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $1079375.14   | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3869000 | PA      | $3418209.23   | 0.03%             | 2032-01-15      | Fixed         | 2.44%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4340000 | PA      | $4383907.65   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2838881.26   | 0.03%             | 2033-02-28      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3951000 | PA      | $4005555.13   | 0.04%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1164621.80   | 0.01%             | 2028-02-04      | Floating      | 4.47%                 | No            | 2                  | On Loan: —       |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3641000 | PA      | $3735259.59   | 0.04%             | 2032-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                    | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7340986.15   | 0.07%             | 2035-03-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: —       |
| NIKE, INC.                                               | NIKE INC                                           | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5335000 | PA      | $4224190.95   | 0.04%             | 2040-03-27      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC.                                            | NISOURCE INC                                       | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280091.45    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2045000 | PA      | $1928098.78   | 0.02%             | 2030-01-16      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1941000 | PA      | $1779412.68   | 0.02%             | 2030-07-16      | Fixed         | 2.68%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    1311000 | PA      | $1174367.45   | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     567000 | PA      | $511285.91    | 0.01%             | 2032-01-22      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     251000 | PA      | $238546.70    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $616012.24    | 0.01%             | 2029-07-06      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $205946.60    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $211202.00    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings, Inc.                                    | NOMURA HOLDINGS INC                                | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2750000 | PA      | $2769032.78   | 0.03%             | 2027-07-02      | Floating      | 4.90%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    4840000 | PA      | $4856301.12   | 0.05%             | 2027-03-19      | Floating      | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAH2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1855000 | PA      | $1878719.89   | 0.02%             | 2029-09-10      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     750000 | PA      | $752834.27    | 0.01%             | 2028-03-17      | Floating      | 4.35%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                          | NORDEA BANK ABP                                    | CUSIP: 65558RAP4<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    4450000 | PA      | $4449984.20   | 0.04%             | 2030-08-28      | Floating      | 4.49%                 | Yes           | 2                  | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                              | NORTHERN STAR RESOURCES LTD                        | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |    2080000 | PA      | $2156112.19   | 0.02%             | 2033-04-11      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     450000 | PA      | $393561.16    | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     125000 | PA      | $123024.44    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   13251000 | PA      | $12792428.74  | 0.13%             | 2034-09-18      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   12729000 | PA      | $12553919.35  | 0.12%             | 2032-11-05      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                             | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2928093.77   | 0.03%             | 2035-11-05      | Fixed         | 4.60%                 | No            | 2                  | On Loan: —       |
| NUCOR CORPORATION                                        | NUCOR CORP                                         | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $553983.76    | 0.01%             | 2037-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                        | NUCOR CORP                                         | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1179153.97   | 0.01%             | 2032-04-01      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NUCOR CORPORATION                                        | NUCOR CORP                                         | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     709000 | PA      | $717528.60    | 0.01%             | 2035-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORPORATION                                       | NVIDIA CORP                                        | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166761.16    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nutrien Ltd.                                             | NUTRIEN LTD                                        | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $407713.00    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA GAS AND ELECTRIC CO                       | CUSIP: 678858BL4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1666549.34   | 0.02%             | 2040-06-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA GAS AND ELECTRIC CO                       | CUSIP: 678858BM2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     332000 | PA      | $321476.00    | 0.00%             | 2041-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                        | OKLAHOMA GAS AND ELECTRIC CO                       | CUSIP: 678858BP5<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42251.60     | 0.00%             | 2044-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                       | OMNICOM GROUP INC                                  | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     158000 | PA      | $116869.72    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| OMNICOM GROUP INC.                                       | OMNICOM GROUP INC                                  | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241648.33    | 0.00%             | 2036-06-02      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| ONE GAS, INC.                                            | ONE GAS INC                                        | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389407.32    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     400000 | PA      | $418823.59    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1078000 | PA      | $1071228.49   | 0.01%             | 2029-03-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     704000 | PA      | $677461.55    | 0.01%             | 2029-09-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3456000 | PA      | $3668985.85   | 0.04%             | 2031-01-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     395000 | PA      | $416914.39    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     511000 | PA      | $500879.33    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ONEOK, INC.                                              | ONEOK INC                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2314000 | PA      | $2311987.07   | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      50000 | PA      | $54167.94     | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $7117864.33   | 0.07%             | 2037-10-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ONEOK PARTNERS, L.P.                                     | ONEOK PARTNERS LP                                  | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1682532.90   | 0.02%             | 2041-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1543000 | PA      | $1544760.98   | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     761000 | PA      | $734527.08    | 0.01%             | 2039-07-08      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $3503022.62   | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     730000 | PA      | $649327.36    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     206000 | PA      | $190812.85    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $3955636.13   | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2364000 | PA      | $1947695.75   | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1703000 | PA      | $1346618.52   | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     177000 | PA      | $162185.27    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $836465.42    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     545000 | PA      | $386644.42    | 0.00%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     777000 | PA      | $690546.69    | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                       | ORACLE CORP                                        | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     414000 | PA      | $424931.65    | 0.00%             | 2032-11-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                         | ORIX CORP                                          | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3631000 | PA      | $3666992.87   | 0.04%             | 2035-02-25      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                         | ORIX CORP                                          | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $89103.86     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                         | ORIX CORP                                          | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3657000 | PA      | $3497284.40   | 0.03%             | 2032-04-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                         | ORIX CORP                                          | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     142000 | PA      | $143036.02    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORIX CORPORATION                                         | ORIX CORP                                          | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3046000 | PA      | $3099260.38   | 0.03%             | 2032-09-13      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| OVINTIV INC.                                             | OVINTIV INC                                        | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2744582.05   | 0.03%             | 2033-07-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                                            | OWENS CORNING                                      | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     215000 | PA      | $211379.11    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| OWENS CORNING                                            | OWENS CORNING                                      | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     281000 | PA      | $272820.96    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     559000 | PA      | $546015.40    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                   | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2312458.72   | 0.02%             | 2030-01-22      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| PPG INDUSTRIES, INC.                                     | PPG INDUSTRIES INC                                 | CUSIP: 693506BE6<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394727.49    | 0.00%             | 2040-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP.                                   | PACCAR FINANCIAL CORP                              | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     759000 | PA      | $769354.10    | 0.01%             | 2034-03-22      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PARKER-HANNIFIN CORPORATION                              | PARKER HANNIFIN CORP                               | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1454626.75   | 0.01%             | 2038-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14895502.35  | 0.15%             | 2034-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     950000 | PA      | $951570.22    | 0.01%             | 2028-03-06      | Floating      | 4.32%                 | No            | 2                  | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                    | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     750000 | PA      | $743012.36    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| PENSKE TRUCK LEASING CO., L.P.                           | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BH6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     184000 | PA      | $175649.47    | 0.00%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                           | PENSKE TRUCK LEASING CO LP                         | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     475000 | PA      | $498819.10    | 0.00%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Pentair Finance S.a r.l.                                 | PENTAIR FINANCE SARL                               | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    3000000 | PA      | $3132795.93   | 0.03%             | 2032-07-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| REVVITY, INC.                                            | PERKINELMER INC                                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     747000 | PA      | $671427.83    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                       | SUNCOR ENERGY INC                                  | CUSIP: 71644EAJ1<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    7789000 | PA      | $8520729.58   | 0.08%             | 2038-05-15      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                  | PFIZER INVESTMENT ENTERPRISES PTE LTD              | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    4200000 | PA      | $3954679.60   | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                         | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   23182000 | PA      | $27089577.86  | 0.27%             | 2039-03-15      | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                         | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2559013.07   | 0.03%             | 2040-09-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                         | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     650000 | PA      | $563622.48    | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                              | PFIZER INC                                         | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6841000 | PA      | $4967893.02   | 0.05%             | 2040-05-28      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5772000 | PA      | $6305607.49   | 0.06%             | 2038-05-16      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11502000 | PA      | $10039721.52  | 0.10%             | 2041-11-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5383000 | PA      | $4717748.40   | 0.05%             | 2042-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10953000 | PA      | $8853107.60   | 0.09%             | 2042-08-21      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10027000 | PA      | $8334117.22   | 0.08%             | 2043-03-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3642721.43   | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1374000 | PA      | $1403258.68   | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8692000 | PA      | $8939694.97   | 0.09%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $6543392.79   | 0.07%             | 2033-09-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1585219.70   | 0.02%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     643000 | PA      | $655181.15    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $804767.71    | 0.01%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Philip Morris International Inc.                         | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     379000 | PA      | $376555.68    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                              | PHILLIPS 66                                        | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   10444000 | PA      | $10493493.18  | 0.10%             | 2042-05-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                              | PHILLIPS 66                                        | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $3711770.58   | 0.04%             | 2034-11-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66                                              | PHILLIPS 66                                        | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2890512.24   | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   12193000 | PA      | $12436576.88  | 0.12%             | 2033-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818158.68    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PHILLIPS 66 COMPANY                                      | PHILLIPS 66 CO                                     | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5721000 | PA      | $5662674.58   | 0.06%             | 2035-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: —       |
| PIEDMONT OPERATING PARTNERSHIP, LP                       | PIEDMONT OPERATING PARTNERSHIP LP                  | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     175000 | PA      | $159313.72    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RAM4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1766858.25   | 0.02%             | 2036-05-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3461000 | PA      | $3734208.57   | 0.04%             | 2037-01-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3437059.62   | 0.03%             | 2042-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   12534000 | PA      | $10228928.46  | 0.10%             | 2043-01-31      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $847903.89    | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: —       |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2009665.17   | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP                    | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1031213.55   | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                       | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4758075.38   | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PRIMERICA, INC.                                          | PRIMERICA INC                                      | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |     658000 | PA      | $592135.58    | 0.01%             | 2031-11-19      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3167432.06   | 0.03%             | 2036-10-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     233000 | PA      | $202714.77    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     434000 | PA      | $423916.66    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     596000 | PA      | $540328.74    | 0.01%             | 2030-06-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP, INC.                          | PRINCIPAL FINANCIAL GROUP INC                      | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     360000 | PA      | $368097.73    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                    | PROGRESS ENERGY INC                                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     776000 | PA      | $872943.44    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                    | PROGRESS ENERGY INC                                | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     183000 | PA      | $201312.50    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Progress Energy, Inc.                                    | PROGRESS ENERGY INC                                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4067588.21   | 0.04%             | 2039-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP THE                               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     737000 | PA      | $801897.24    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP THE                               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151344.55    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| THE PROGRESSIVE CORPORATION                              | PROGRESSIVE CORP THE                               | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149629.46    | 0.00%             | 2036-03-26      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395785.70    | 0.00%             | 2033-01-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2767302.92   | 0.03%             | 2030-07-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352134.98    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4846000 | PA      | $4808810.44   | 0.05%             | 2033-06-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2054975.19   | 0.02%             | 2034-01-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800448.73    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5232778.22   | 0.05%             | 2035-01-31      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS, L.P.                                           | PROLOGIS LP                                        | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4309032.20   | 0.04%             | 2035-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     372000 | PA      | $369514.56    | 0.00%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                              | PROTECTIVE LIFE CORP                               | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1165208.53   | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104067.85    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     648000 | PA      | $717420.66    | 0.01%             | 2037-12-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     537000 | PA      | $592998.42    | 0.01%             | 2040-06-21      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     868000 | PA      | $903302.69    | 0.01%             | 2040-11-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1651000 | PA      | $1251212.50   | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                               | PRUDENTIAL FINANCIAL INC                           | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301550.49    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                         | PUBLIC STORAGE                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     264000 | PA      | $234651.17    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                         | PUBLIC STORAGE                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     145000 | PA      | $130542.20    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                         | PUBLIC STORAGE                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1660902.31   | 0.02%             | 2033-08-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                         | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAA9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    5309000 | PA      | $5318211.12   | 0.05%             | 2027-04-16      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP, INC.                                         | PULTEGROUP INC                                     | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1891000 | PA      | $2172232.28   | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP, INC.                                         | PULTEGROUP INC                                     | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     688000 | PA      | $741165.47    | 0.01%             | 2033-05-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PULTEGROUP, INC.                                         | PULTEGROUP INC                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     829000 | PA      | $868952.78    | 0.01%             | 2035-02-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                    | QUANTA SERVICES INC                                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     762000 | PA      | $709686.30    | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                    | QUANTA SERVICES INC                                | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     194000 | PA      | $170350.39    | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| QUANTA SERVICES, INC.                                    | QUANTA SERVICES INC                                | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     365000 | PA      | $266933.70    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| RELX Capital Inc.                                        | RELX CAPITAL INC                                   | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3482178.25   | 0.03%             | 2035-03-27      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| RWE FINANCE US, LLC                                      | RWE FINANCE US LLC                                 | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5173053.45   | 0.05%             | 2034-04-16      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| RADIAN GROUP INC.                                        | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     480000 | PA      | $496463.07    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    5797000 | PA      | $5836503.13   | 0.06%             | 2030-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                            | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3414383.63   | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RAYONIER, L.P.                                           | RAYONIER LP                                        | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1136082.94   | 0.01%             | 2031-05-17      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109AG9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2045582.78   | 0.02%             | 2035-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5359000 | PA      | $5043956.23   | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     838000 | PA      | $691940.38    | 0.01%             | 2033-03-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1866769.36   | 0.02%             | 2032-12-15      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7352000 | PA      | $7674066.78   | 0.08%             | 2032-10-13      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5962000 | PA      | $5949793.88   | 0.06%             | 2033-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3604000 | PA      | $3578727.38   | 0.04%             | 2027-01-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     650000 | PA      | $623607.30    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3508000 | PA      | $3464733.94   | 0.03%             | 2029-07-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5609000 | PA      | $5391866.47   | 0.05%             | 2030-01-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2998000 | PA      | $2810918.47   | 0.03%             | 2031-02-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1671000 | PA      | $1493310.12   | 0.01%             | 2032-02-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     560000 | PA      | $564225.08    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2894000 | PA      | $2899532.72   | 0.03%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REGENCY CENTERS, L.P.                                    | REGENCY CENTERS LP                                 | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4864190.87   | 0.05%             | 2033-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     631000 | PA      | $592134.72    | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520849.35    | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED               | REINSURANCE GROUP OF AMERICA INC                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5215801.21   | 0.05%             | 2034-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $4342888.90   | 0.04%             | 2037-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     766000 | PA      | $771764.72    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Reynolds American Inc.                                   | REYNOLDS AMERICAN INC                              | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $2144679.19   | 0.02%             | 2041-08-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FINANCE (USA) LIMITED                          | RIO TINTO FINANCE USA LTD                          | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    3168000 | PA      | $3108826.01   | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                              | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15277489.50  | 0.15%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CH3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2377879.89   | 0.02%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $8253847.54   | 0.08%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   10511000 | PA      | $10349423.96  | 0.10%             | 2034-09-09      | Fixed         | 4.59%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5187000 | PA      | $5105719.71   | 0.05%             | 2032-12-02      | Fixed         | 4.37%                 | Yes           | 2                  | On Loan: No      |
| ROCHE HOLDINGS, INC.                                     | ROCHE HOLDINGS INC                                 | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1964698.56   | 0.02%             | 2035-12-02      | Fixed         | 4.67%                 | Yes           | 2                  | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                               | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3469000 | PA      | $3950433.37   | 0.04%             | 2038-08-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016EYZ4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10515000 | PA      | $10543280.83  | 0.10%             | 2027-01-21      | Floating      | 4.36%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5758000 | PA      | $5770350.91   | 0.06%             | 2026-07-20      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4296000 | PA      | $4314258.00   | 0.04%             | 2027-01-19      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                     | ROYAL BANK OF CANADA                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1600000 | PA      | $1638594.83   | 0.02%             | 2034-02-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: —       |
| Koninklijke KPN N.V.                                     | KONINKLIJKE KPN NV                                 | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     420000 | PA      | $482511.27    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     225000 | PA      | $203211.89    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   11600000 | PA      | $8868925.46   | 0.09%             | 2040-09-02      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     362000 | PA      | $317397.79    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                                       | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1216115.48   | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SALESFORCE, INC.                                         | SALESFORCE INC                                     | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1263358.32   | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Santander Holdings USA, Inc.                             | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1841375.12   | 0.02%             | 2026-10-05      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AH4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     212000 | PA      | $211422.35    | 0.00%             | 2029-05-01      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     549000 | PA      | $552234.75    | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                        | SCHLUMBERGER HOLDINGS CORP                         | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1150038.23   | 0.01%             | 2033-05-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: —       |
| THE CHARLES SCHWAB CORPORATION                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1336000 | PA      | $1336125.58   | 0.01%             | 2026-05-13      | Floating      | 4.19%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     763000 | PA      | $687648.97    | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BZ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4043000 | PA      | $4062042.53   | 0.04%             | 2027-03-03      | Floating      | 4.71%                 | No            | 2                  | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                           | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1152605.19   | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| SELECTIVE INSURANCE GROUP, INC.                          | SELECTIVE INSURANCE GROUP INC                      | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    1401000 | PA      | $1449947.90   | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                   | SEMPRA ENERGY                                      | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $5144523.58   | 0.05%             | 2039-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                   | SEMPRA ENERGY                                      | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     954000 | PA      | $806719.75    | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                   | SEMPRA ENERGY                                      | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97710.85     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                   | SEMPRA                                             | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246964.07    | 0.00%             | 2036-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                           | 7 ELEVEN INC                                       | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     212000 | PA      | $200624.88    | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                           | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3444123.08   | 0.03%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| 7-ELEVEN, INC.                                           | 7 ELEVEN INC                                       | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    7078000 | PA      | $4750369.62   | 0.05%             | 2041-02-10      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     805000 | PA      | $635466.28    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Shell International Finance B.V.                         | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2655000 | PA      | $1938800.29   | 0.02%             | 2041-11-26      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2088000 | PA      | $1766877.69   | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2020291.77   | 0.02%             | 2035-05-11      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16721000 | PA      | $14757596.10  | 0.15%             | 2043-08-12      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     256000 | PA      | $256815.19    | 0.00%             | 2030-11-06      | Floating      | 4.45%                 | No            | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118000 | PA      | $115916.46    | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40300000 | PA      | $44329966.15  | 0.44%             | 2038-12-15      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| SHELL FINANCE US INC.                                    | SHELL FINANCE US INC                               | CUSIP: 822905AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23940000 | PA      | $24264869.39  | 0.24%             | 2040-03-25      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBE2<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     570000 | PA      | $514335.66    | 0.01%             | 2031-03-11      | Fixed         | 2.15%                 | Yes           | 2                  | On Loan: No      |
| Siemens Financieringsmaatschappij N.V.                   | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    6129000 | PA      | $4583773.13   | 0.05%             | 2041-03-11      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    9782000 | PA      | $10976460.46  | 0.11%             | 2040-02-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1409655.05   | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4031173.89   | 0.04%             | 2031-02-01      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2036016.02   | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1252000 | PA      | $1119728.50   | 0.01%             | 2032-02-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: —       |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $9164896.11   | 0.09%             | 2033-03-08      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6501000 | PA      | $7005611.72   | 0.07%             | 2034-01-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4084161.85   | 0.04%             | 2034-09-26      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                               | SIMON PROPERTY GROUP LP                            | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3936000 | PA      | $3933282.15   | 0.04%             | 2035-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BA0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    2387000 | PA      | $2396217.09   | 0.02%             | 2027-03-05      | Floating      | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BL6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |     300000 | PA      | $300842.65    | 0.00%             | 2030-09-03      | Floating      | 4.72%                 | Yes           | 2                  | On Loan: —       |
| SMITH & NEPHEW PLC                                       | SMITH NEPHEW PLC                                   | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     675000 | PA      | $602904.63    | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE SA                                      | SOCIETE GENERALE SA                                | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2250000 | PA      | $2107302.71   | 0.02%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                  | SONOCO PRODUCTS CO                                 | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     500000 | PA      | $498682.37    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: —       |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $4155150.75   | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   11175000 | PA      | $11019512.50  | 0.11%             | 2034-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                 | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1157425.65   | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                | SOUTHWEST GAS CORP                                 | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1091000 | PA      | $992076.23    | 0.01%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                | SOUTHWEST GAS CORP                                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $3236573.91   | 0.03%             | 2032-03-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     314000 | PA      | $323789.24    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                      | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     127000 | PA      | $128796.95    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                              | SPECTRA ENERGY PARTNERS LP                         | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     357000 | PA      | $354186.64    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Standard Chartered Bank (New York Branch)                | STANDARD CHARTERED BANK NEW YORK                   | CUSIP: 85325X2A3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     884000 | PA      | $884786.76    | 0.01%             | 2026-10-08      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    8594000 | PA      | $8041532.05   | 0.08%             | 2040-09-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   11696000 | PA      | $10718227.73  | 0.11%             | 2030-03-15      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                             | STANLEY BLACK DECKER INC                           | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $6726191.60   | 0.07%             | 2032-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| STATE STREET CORPORATION                                 | STATE STREET CORP                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300478.35    | 0.00%             | 2027-10-22      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| STATE STREET CORPORATION                                 | STATE STREET CORP                                  | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     329000 | PA      | $333897.27    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9579000 | PA      | $9410070.31   | 0.09%             | 2040-08-17      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     496000 | PA      | $430345.71    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4788000 | PA      | $3936126.61   | 0.04%             | 2043-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                                              | EQUINOR ASA                                        | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2424000 | PA      | $2229717.59   | 0.02%             | 2043-11-08      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                        | STORE CAPITAL CORP                                 | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1974065.09   | 0.02%             | 2031-12-01      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                        | STORE CAPITAL LLC                                  | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     900000 | PA      | $909544.06    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     128000 | PA      | $126792.66    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2106000 | PA      | $2009267.76   | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     818000 | PA      | $765216.04    | 0.01%             | 2030-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1538000 | PA      | $1389722.05   | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1026000 | PA      | $966750.96    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      51000 | PA      | $50496.45     | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     839000 | PA      | $736057.54    | 0.01%             | 2031-09-17      | Fixed         | 2.22%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      51000 | PA      | $50321.97     | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2776000 | PA      | $2899244.13   | 0.03%             | 2033-01-13      | Fixed         | 5.77%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     520000 | PA      | $537430.93    | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1700000 | PA      | $1773018.89   | 0.02%             | 2033-07-13      | Fixed         | 5.78%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4817000 | PA      | $5049022.46   | 0.05%             | 2033-09-14      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6467000 | PA      | $6531049.75   | 0.06%             | 2029-07-09      | Floating      | 4.82%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $410777.18    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     800000 | PA      | $822518.95    | 0.01%             | 2034-07-09      | Fixed         | 5.56%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDR8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12250000 | PA      | $12308318.33  | 0.12%             | 2030-04-15      | Floating      | 4.69%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1651000 | PA      | $1697141.88   | 0.02%             | 2032-01-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4655000 | PA      | $4808105.56   | 0.05%             | 2035-01-15      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                    | SUMITOMO MITSUI FINANCIAL GROUP INC                | CUSIP: 86562MEH9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6800000 | PA      | $6781923.02   | 0.07%             | 2029-01-15      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $1006538.94   | 0.01%             | 2027-09-10      | Floating      | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCA5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6450000 | PA      | $6505636.41   | 0.06%             | 2030-03-13      | Floating      | 4.64%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6644000 | PA      | $6659433.61   | 0.07%             | 2028-09-11      | Floating      | 4.40%                 | Yes           | 2                  | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                      | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCL1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     700000 | PA      | $674088.33    | 0.01%             | 2036-03-05      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP            | SUN COMMUNITIES OPERATING LP                       | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     934000 | PA      | $897306.47    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                       | SUNCOR ENERGY INC                                  | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    7137000 | PA      | $7910391.94   | 0.08%             | 2032-02-01      | Fixed         | 7.15%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                       | SUNCOR ENERGY INC                                  | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $419981.97    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Suncor Energy Inc.                                       | SUNCOR ENERGY INC                                  | CUSIP: 86722TAB8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    1583000 | PA      | $1745722.25   | 0.02%             | 2039-06-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1065505.46   | 0.01%             | 2040-02-15      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1987384.91   | 0.02%             | 2042-02-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $87495.89     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                       | ENERGY TRANSFER LP                                 | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1576759.68   | 0.02%             | 2044-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    2000000 | PA      | $2002364.38   | 0.02%             | 2026-06-15      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      50000 | PA      | $51132.51     | 0.00%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: 86959LAR4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    4476000 | PA      | $4484996.76   | 0.04%             | 2027-05-28      | Floating      | 4.32%                 | Yes           | 2                  | On Loan: No      |
| Swedbank AB                                              | SWEDBANK AB                                        | CUSIP: 870195AD6<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    1788000 | PA      | $1806990.17   | 0.02%             | 2029-11-20      | Floating      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Aktiebolaget Svensk Exportkredit                         | SVENSK EXPORTKREDIT AB                             | CUSIP: 87031CAF0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              |  | SE        |     622000 | PA      | $623303.53    | 0.01%             | 2026-08-03      | Floating      | 4.67%                 | No            | 2                  | On Loan: No      |
| TD SYNNEX CORPORATION                                    | TD SYNNEX CORP                                     | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4615360.02   | 0.05%             | 2034-04-12      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TD SYNNEX CORPORATION                                    | TD SYNNEX CORP                                     | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     250000 | PA      | $244880.93    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                      | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1129159.61   | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                       | T MOBILE USA INC                                   | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     125000 | PA      | $109309.53    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                       | T MOBILE USA INC                                   | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     946000 | PA      | $690891.60    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                       | T MOBILE USA INC                                   | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502314.79    | 0.00%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                             | TPG OPERATING GROUP II LP                          | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4074474.00   | 0.04%             | 2034-03-05      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                             | TPG OPERATING GROUP II LP                          | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3027695.23   | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Takeda Pharmaceutical Company Limited                    | TAKEDA PHARMACEUTICAL CO LTD                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     305000 | PA      | $229929.73    | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            | 2                  | On Loan: No      |
| TANGER PROPERTIES LIMITED PARTNERSHIP                    | TANGER PROPERTIES LP                               | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     521000 | PA      | $466168.95    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| TAPESTRY, INC.                                           | TAPESTRY INC                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9544017.97   | 0.09%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGET CORPORATION                                       | TARGET CORP                                        | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     100000 | PA      | $110950.65    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TARGET CORPORATION                                       | TARGET CORP                                        | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     313000 | PA      | $318967.87    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| TARGA RESOURCES CORP.                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     937000 | PA      | $890116.32    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $5127183.55   | 0.05%             | 2033-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253971.42    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                    | TARGA RESOURCES CORP                               | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248659.47    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Telefonica Europe B.V.                                   | TELEFONICA EUROPE BV                               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    4516000 | PA      | $5111039.00   | 0.05%             | 2030-09-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Telefonica Emisiones, S.A.U.                             | TELEFONICA EMISIONES SA                            | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   11575000 | PA      | $12772902.65  | 0.13%             | 2036-06-20      | Fixed         | 7.04%                 | No            | 2                  | On Loan: No      |
| TEMASEK FINANCIAL (I) LIMITED                            | TEMASEK FINANCIAL I LTD                            | CUSIP: 87973RBB5<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     185000 | PA      | $134309.38    | 0.00%             | 2041-08-02      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                               | TENNESSEE VALLEY AUTHORITY                         | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     110000 | PA      | $122398.88    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                               | TENNESSEE VALLEY AUTHORITY                         | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     250000 | PA      | $259697.85    | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $2999874.66   | 0.03%             | 2039-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3896000 | PA      | $3436025.81   | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2002000 | PA      | $2044297.32   | 0.02%             | 2033-03-14      | Fixed         | 4.90%                 | No            | 2                  | On Loan: —       |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $10527485.07  | 0.10%             | 2034-02-08      | Fixed         | 4.85%                 | No            | 2                  | On Loan: —       |
| TEXAS INSTRUMENTS INCORPORATED                           | TEXAS INSTRUMENTS INC                              | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506928.25    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC THE                               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400415.47    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                    | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     200000 | PA      | $145498.81    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                    | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     120000 | PA      | $118357.60    | 0.00%             | 2033-06-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                               | 3M CO                                              | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     319000 | PA      | $331153.83    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                               | 3M CO                                              | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4176000 | PA      | $3953827.82   | 0.04%             | 2030-04-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| 3M COMPANY                                               | 3M CO                                              | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1168667.62   | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| THE TIMKEN COMPANY                                       | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     295000 | PA      | $280223.19    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3010000 | PA      | $2669066.24   | 0.03%             | 2032-01-12      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3374000 | PA      | $3110423.66   | 0.03%             | 2032-03-10      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4241000 | PA      | $4173958.19   | 0.04%             | 2032-06-08      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2T8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2612000 | PA      | $2616706.82   | 0.03%             | 2026-07-17      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A2X9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5818000 | PA      | $5837947.65   | 0.06%             | 2027-04-05      | Floating      | 4.38%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6232000 | PA      | $6260758.87   | 0.06%             | 2029-12-17      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      52000 | PA      | $52212.08     | 0.00%             | 2028-01-31      | Floating      | 4.46%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    1756000 | PA      | $1802029.20   | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: —       |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAA8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2375000 | PA      | $2384319.52   | 0.02%             | 2028-06-02      | Floating      | 4.57%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $300332.07    | 0.00%             | 2028-10-13      | Floating      | 4.40%                 | No            | 2                  | On Loan: No      |
| THE TORONTO-DOMINION BANK                                | TORONTO DOMINION BANK THE                          | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     100000 | PA      | $97927.18     | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL SA                   | TOTALENERGIES CAPITAL INTERNATIONAL SA             | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     339000 | PA      | $254364.57    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                                 | TOTALENERGIES CAPITAL SA                           | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    7190000 | PA      | $7345348.58   | 0.07%             | 2034-04-05      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| TotalEnergies Capital SA                                 | TOTALENERGIES CAPITAL SA                           | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    9150000 | PA      | $9092845.62   | 0.09%             | 2034-09-10      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399501.98    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMA0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6969111.25   | 0.07%             | 2027-03-19      | Floating      | 4.30%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2297000 | PA      | $2297206.73   | 0.02%             | 2026-05-15      | Floating      | 4.12%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1712369.94   | 0.02%             | 2026-08-07      | Floating      | 4.44%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                          | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1024093.85   | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3411000 | PA      | $4025178.45   | 0.04%             | 2039-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     344000 | PA      | $357650.82    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     839000 | PA      | $890115.82    | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     527000 | PA      | $602695.99    | 0.01%             | 2038-08-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                            | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2391000 | PA      | $2315612.75   | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY, LLC              | TRANSCONTINENTAL GAS PIPE LINE CO LLC              | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      68000 | PA      | $58632.79     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| The Travelers Companies, Inc.                            | TRAVELERS COS INC THE                              | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     150000 | PA      | $148923.35    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| TRIMBLE INC.                                             | TRIMBLE INC                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     300000 | PA      | $315002.10    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO                           | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     750000 | PA      | $687448.60    | 0.01%             | 2032-05-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| TUCSON ELECTRIC POWER COMPANY                            | TUCSON ELECTRIC POWER CO                           | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7189269.76   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: —       |
| UDR, INC.                                                | UDR INC                                            | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $91963.36     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UBS AG LONDON BRANCH                                     | UBS AG LONDON                                      | CUSIP: 902674ZZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     916000 | PA      | $914009.23    | 0.01%             | 2026-06-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC CORPORATION                                | UNION PACIFIC CORP                                 | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     377000 | PA      | $318432.62    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC                          | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $2347644.73   | 0.02%             | 2038-01-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                              | UNITED PARCEL SERVICE INC                          | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $4251077.13   | 0.04%             | 2040-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY BILL                        | CUSIP: 912797TU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $23923306.56  | 0.24%             | 2026-06-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55000000 | PA      | $55462630.30  | 0.55%             | 2026-08-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     652000 | PA      | $695500.63    | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $21679687.60  | 0.22%             | 2030-05-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9942000 | PA      | $7312418.65   | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13417000 | PA      | $8311202.51   | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45000000 | PA      | $28170702.90  | 0.28%             | 2040-05-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15000000 | PA      | $9594140.70   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     106000 | PA      | $72775.63     | 0.00%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13118000 | PA      | $12844366.65  | 0.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25427000 | PA      | $24443690.11  | 0.24%             | 2044-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83972000 | PA      | $75496076.25  | 0.75%             | 2044-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67580000 | PA      | $64805524.05  | 0.64%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36687000 | PA      | $35719666.90  | 0.35%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65699000 | PA      | $65955636.72  | 0.66%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40593000 | PA      | $40091930.16  | 0.40%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $17513281.20  | 0.17%             | 2030-05-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $22260742.25  | 0.22%             | 2031-05-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        100 | PA      | $99.74        | 0.00%             | 2026-05-31      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84588000 | PA      | $73323918.49  | 0.73%             | 2031-08-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92740000 | PA      | $80288930.70  | 0.80%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  115052000 | PA      | $101830007.86 | 1.01%             | 2032-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37425000 | PA      | $35849056.45  | 0.36%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25076000 | PA      | $24339392.50  | 0.24%             | 2029-04-30      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90477000 | PA      | $84383939.53  | 0.84%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65578700 | PA      | $64272249.01  | 0.64%             | 2029-06-30      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91535000 | PA      | $84419583.53  | 0.84%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     617000 | PA      | $615553.91    | 0.01%             | 2029-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77543000 | PA      | $77291590.86  | 0.77%             | 2032-11-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6474000 | PA      | $6454527.44   | 0.06%             | 2029-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11565000 | PA      | $11377520.48  | 0.11%             | 2030-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  101853000 | PA      | $97667478.28  | 0.97%             | 2033-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22950000 | PA      | $22974205.14  | 0.23%             | 2030-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     836000 | PA      | $821206.72    | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66420000 | PA      | $63041919.98  | 0.63%             | 2033-05-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15447000 | PA      | $15311235.39  | 0.15%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19650000 | PA      | $19471921.88  | 0.19%             | 2030-06-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10819000 | PA      | $10819845.18  | 0.11%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   75037000 | PA      | $73372116.56  | 0.73%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18000000 | PA      | $18085078.08  | 0.18%             | 2030-08-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | UNITED STATES TREASURY NOTE BOND                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5510000 | PA      | $5647319.56   | 0.06%             | 2030-09-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19057000 | PA      | $19729205.95  | 0.20%             | 2030-10-31      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71223000 | PA      | $72372027.13  | 0.72%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51078000 | PA      | $51840179.79  | 0.52%             | 2030-11-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1237000 | PA      | $1222842.15   | 0.01%             | 2030-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14921000 | PA      | $14903514.38  | 0.15%             | 2031-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42976000 | PA      | $43388972.71  | 0.43%             | 2031-02-28      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37855000 | PA      | $38008785.94  | 0.38%             | 2031-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10911000 | PA      | $10972800.56  | 0.11%             | 2029-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   44121000 | PA      | $45279176.25  | 0.45%             | 2031-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15812000 | PA      | $16074503.87  | 0.16%             | 2029-05-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8060000 | PA      | $8136507.05   | 0.08%             | 2029-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  208620000 | PA      | $208705046.03 | 2.07%             | 2026-07-31      | Floating      | 3.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5796000 | PA      | $5796000.00   | 0.06%             | 2027-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6450000 | PA      | $6485525.37   | 0.06%             | 2029-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  272984000 | PA      | $273197216.88 | 2.72%             | 2026-10-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28000000 | PA      | $28057968.68  | 0.28%             | 2031-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60281000 | PA      | $60382253.39  | 0.60%             | 2031-11-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30000000 | PA      | $30601171.80  | 0.30%             | 2031-12-31      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  249390000 | PA      | $249464797.05 | 2.48%             | 2027-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61122000 | PA      | $61945714.30  | 0.62%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57568000 | PA      | $57588238.61  | 0.57%             | 2032-02-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47000000 | PA      | $47003671.64  | 0.47%             | 2032-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  350269000 | PA      | $350649339.59 | 3.48%             | 2027-04-30      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8452000 | PA      | $8419644.73   | 0.08%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43810000 | PA      | $43510517.47  | 0.43%             | 2032-04-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6728000 | PA      | $6722218.09   | 0.07%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3767000 | PA      | $3737128.86   | 0.04%             | 2032-06-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  333368000 | PA      | $333686239.76 | 3.32%             | 2027-07-31      | Floating      | 3.78%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7646000 | PA      | $7580889.57   | 0.08%             | 2032-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7928000 | PA      | $7858630.00   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   26963000 | PA      | $26533277.19  | 0.26%             | 2032-08-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1971000 | PA      | $1938663.28   | 0.02%             | 2032-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   41355000 | PA      | $40356664.66  | 0.40%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290222000 | PA      | $290668541.37 | 2.89%             | 2027-10-31      | Floating      | 3.81%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29206000 | PA      | $28343510.31  | 0.28%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13988000 | PA      | $13642124.88  | 0.14%             | 2032-11-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45571000 | PA      | $44743245.62  | 0.44%             | 2032-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  295770000 | PA      | $295791316.14 | 2.94%             | 2028-01-31      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36999000 | PA      | $36581316.07  | 0.36%             | 2033-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32252000 | PA      | $31400345.63  | 0.31%             | 2033-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                 | U S TREASURY NOTE                                  | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59028000 | PA      | $59194016.25  | 0.59%             | 2033-03-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| RTX CORPORATION                                          | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206790.93    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| RTX CORPORATION                                          | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     299000 | PA      | $321064.76    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| RTX CORPORATION                                          | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     956000 | PA      | $847310.29    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| RTX CORPORATION                                          | RAYTHEON TECHNOLOGIES CORP                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92330.02     | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2398020.60   | 0.02%             | 2036-03-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2719002.51   | 0.03%             | 2037-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10397000 | PA      | $11556814.15  | 0.11%             | 2037-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12727000 | PA      | $14471540.29  | 0.14%             | 2038-02-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6033000 | PA      | $6131621.87   | 0.06%             | 2040-10-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     395000 | PA      | $407791.62    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2040216.13   | 0.02%             | 2041-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1853408.64   | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     926000 | PA      | $752838.31    | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7940000 | PA      | $6494497.83   | 0.06%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11574000 | PA      | $8486465.94   | 0.08%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7203000 | PA      | $5381076.85   | 0.05%             | 2041-05-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $780900.95    | 0.01%             | 2032-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: —       |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2228000 | PA      | $2292904.69   | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98053.92     | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2727000 | PA      | $2730574.14   | 0.03%             | 2034-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     743000 | PA      | $743406.26    | 0.01%             | 2026-07-15      | Floating      | 4.16%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4654915.17   | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                          | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $8655355.46   | 0.09%             | 2044-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                               | UNUM GROUP                                         | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    5780000 | PA      | $5678476.32   | 0.06%             | 2042-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UNUM GROUP                                               | UNUM GROUP                                         | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5358519.73   | 0.05%             | 2035-12-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                 | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     410000 | PA      | $465316.01    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                 | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1946102.55   | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| VALERO ENERGY CORPORATION                                | VALERO ENERGY CORP                                 | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492303.80    | 0.00%             | 2036-03-10      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP                                   | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     246000 | PA      | $242054.25    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| VENTAS REALTY, LIMITED PARTNERSHIP                       | VENTAS REALTY LP                                   | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245133.65    | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| VERISIGN, INC.                                           | VERISIGN INC                                       | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     536000 | PA      | $483027.89    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: —       |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $968095.80    | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     935000 | PA      | $1013257.15   | 0.01%             | 2033-09-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1902436.22   | 0.02%             | 2043-09-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $4773127.37   | 0.05%             | 2034-11-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4681000 | PA      | $4317899.65   | 0.04%             | 2036-01-15      | Fixed         | 4.27%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16897000 | PA      | $15733357.68  | 0.16%             | 2039-03-15      | Fixed         | 4.81%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4659000 | PA      | $4598787.41   | 0.05%             | 2037-03-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2718566.79   | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15615000 | PA      | $10946559.40  | 0.11%             | 2040-11-20      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1427000 | PA      | $1297814.37   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19412000 | PA      | $14895113.54  | 0.15%             | 2041-03-22      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7041000 | PA      | $4947050.96   | 0.05%             | 2041-09-03      | Fixed         | 2.85%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8176000 | PA      | $7148562.14   | 0.07%             | 2032-03-15      | Fixed         | 2.35%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1639000 | PA      | $1590367.15   | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1937625.09   | 0.02%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8729000 | PA      | $8703527.99   | 0.09%             | 2037-07-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2018073.26   | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     400000 | PA      | $390648.00    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                              | VERIZON COMMUNICATIONS INC                         | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     850000 | PA      | $891361.36    | 0.01%             | 2035-09-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| VIDEOTRON LTD.                                           | VIDEOTRON LTD                                      | CUSIP: 92660FAT1<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2515427.70   | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1355304.22   | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2382179.41   | 0.02%             | 2037-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     350000 | PA      | $378610.06    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   10849000 | PA      | $14171090.41  | 0.14%             | 2038-11-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1736391.86   | 0.02%             | 2043-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     950000 | PA      | $827885.22    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1235471.39   | 0.01%             | 2044-02-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     400000 | PA      | $353680.84    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    8234000 | PA      | $8303486.56   | 0.08%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1714823.91   | 0.02%             | 2033-08-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1747568.29   | 0.02%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901410.74    | 0.01%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1871000 | PA      | $1872063.50   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Virginia Electric and Power Company                      | VIRGINIA ELECTRIC AND POWER CO                     | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2299040.60   | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                | VISA INC                                           | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1730957.91   | 0.02%             | 2035-12-14      | Fixed         | 4.15%                 | No            | 2                  | On Loan: —       |
| VISA INC.                                                | VISA INC                                           | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    8141000 | PA      | $6170929.45   | 0.06%             | 2040-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| VISA INC.                                                | VISA INC                                           | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     570000 | PA      | $524894.74    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PUBLIC LIMITED COMPANY                    | VODAFONE GROUP PLC                                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     834000 | PA      | $897174.67    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BF8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     340000 | PA      | $324033.14    | 0.00%             | 2030-05-13      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668BX9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    7576000 | PA      | $7792094.72   | 0.08%             | 2033-09-12      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     804000 | PA      | $819924.27    | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                 | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $403185.17    | 0.00%             | 2035-03-27      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| VOYA FINANCIAL, INC.                                     | VOYA FINANCIAL INC                                 | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $245241.05    | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL, INC.                                     | VOYA FINANCIAL INC                                 | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241953.67    | 0.00%             | 2036-03-02      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| W.P. CAREY INC.                                          | WP CAREY INC                                       | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     144000 | PA      | $129020.65    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| WRKCO INC.                                               | WRKCO INC                                          | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     344000 | PA      | $330092.87    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| WRKCO INC.                                               | WRKCO INC                                          | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     207000 | PA      | $181996.57    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     550000 | PA      | $612450.31    | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105428.71    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142CV3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     454000 | PA      | $448095.30    | 0.00%             | 2040-07-08      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1156037.37   | 0.01%             | 2040-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184734.12    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| WALMART INC.                                             | WALMART INC                                        | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1164369.97   | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     858000 | PA      | $899907.00    | 0.01%             | 2034-12-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     830000 | PA      | $859681.41    | 0.01%             | 2036-01-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7354000 | PA      | $7925148.26   | 0.08%             | 2037-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ANTHEM INC                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12549000 | PA      | $11058620.65  | 0.11%             | 2042-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12376000 | PA      | $10836610.50  | 0.11%             | 2043-01-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6263000 | PA      | $5715342.99   | 0.06%             | 2044-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                    | ELEVANCE HEALTH INC                                | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3239000 | PA      | $2786242.73   | 0.03%             | 2044-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                    | WELLS FARGO CO                                     | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     110000 | PA      | $112752.95    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500725.00    | 0.00%             | 2026-08-07      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    1492000 | PA      | $1501868.51   | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            | 2                  | On Loan: —       |
| WELLS FARGO BANK, NATIONAL ASSOCIATION                   | WELLS FARGO BANK NA                                | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    4442000 | PA      | $4459234.96   | 0.04%             | 2026-12-11      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | WELLTOWER INC                                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     178000 | PA      | $169582.00    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | WELLTOWER INC                                      | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     121000 | PA      | $111491.83    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| WELLTOWER OP LLC                                         | WELLTOWER INC                                      | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     529000 | PA      | $485932.96    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                          | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1347701.58   | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                          | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1662578.08   | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                          | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $1040987.35   | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                          | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4488065.12   | 0.04%             | 2035-12-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                | WESTERN UNION CO THE                               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    7021000 | PA      | $7273312.97   | 0.07%             | 2036-11-17      | Fixed         | 6.20%                 | No            | 2                  | On Loan: —       |
| THE WESTERN UNION COMPANY                                | WESTERN UNION CO THE                               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     943000 | PA      | $947537.42    | 0.01%             | 2040-06-21      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| THE WESTERN UNION COMPANY                                | WESTERN UNION CO THE                               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2703529.13   | 0.03%             | 2031-03-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: —       |
| WESTLAKE CORPORATION                                     | WESTLAKE CHEMICAL CORP                             | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      48000 | PA      | $32741.24     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| WESTLAKE CORPORATION                                     | WESTLAKE CORP                                      | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3601104.88   | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP                               | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $500135.77    | 0.00%             | 2026-06-03      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP                               | CUSIP: 961214FU2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2424000 | PA      | $2445840.24   | 0.02%             | 2029-04-16      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP                               | CUSIP: 961214GD9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6956000 | PA      | $7020400.46   | 0.07%             | 2030-07-01      | Floating      | 4.47%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER COMPANY                                     | WEYERHAEUSER CO                                    | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $1200651.12   | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC THE                               | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1520229.32   | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC THE                               | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     270000 | PA      | $305632.18    | 0.00%             | 2031-06-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC THE                               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     186000 | PA      | $168862.73    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                             | WILLIAMS COS INC THE                               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5432000 | PA      | $5754562.15   | 0.06%             | 2040-04-15      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488605.19    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO                       | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     655000 | PA      | $709285.32    | 0.01%             | 2037-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO                       | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14315945.40  | 0.14%             | 2032-09-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO                       | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2407106.09   | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                        | WISCONSIN POWER AND LIGHT CO                       | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $2068131.93   | 0.02%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                 | WOODSIDE FINANCE LTD                               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    2400000 | PA      | $2365637.59   | 0.02%             | 2034-09-12      | Fixed         | 5.10%                 | No            | 2                  | On Loan: —       |
| Xcel Energy Inc.                                         | XCEL ENERGY INC                                    | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     822000 | PA      | $885992.81    | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ZOETIS INC.                                              | ZOETIS INC                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4232011.37   | 0.04%             | 2035-08-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE S.A. LONDON BRANCH                       | CREDIT AGRICOLE SA LONDON                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     100000 | PA      | $115661.26    | 0.00%             | 2027-05-03      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| Japan                                                    | JAPAN GOVERNMENT TEN YEAR BOND                     | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 3000000000 | PA      | $18458887.72  | 0.18%             | 2028-12-20      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                 | DIGITAL DUTCH FINCO BV                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     900000 | PA      | $979684.73    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| PRAEMIA HEALTHCARE SA                                    | PRAEMIA HEALTHCARE SACA                            | CUSIP: N/A<br>LEI: 96950067NFR9MWI0CJ45       | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2646907.47   | 0.03%             | 2029-11-04      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Eurogrid GmbH                                            | EUROGRID GMBH                                      | CUSIP: N/A<br>LEI: 967600Q53854Z2NBCC81       | Long             | DBT              | CORP              | DE        |     300000 | PA      | $355134.06    | 0.00%             | 2030-04-27      | Fixed         | 3.72%                 | No            | 2                  | On Loan: No      |
| Svenska Handelsbanken AB                                 | SVENSKA HANDELSBANKEN AB                           | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | DBT              | CORP              | SE        |    5000000 | PA      | $5280217.72   | 0.05%             | 2030-02-18      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Digital Dutch Finco B.V.                                 | DIGITAL DUTCH FINCO BV                             | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    8400000 | PA      | $8800238.30   | 0.09%             | 2031-02-01      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Aktiebolaget Electrolux                                  | ELECTROLUX AB                                      | CUSIP: N/A<br>LEI: 549300Y3HHZB1ZGFPJ93       | Long             | DBT              | CORP              | SE        |    1400000 | PA      | $1563518.37   | 0.02%             | 2030-05-18      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| TEREGA SA                                                | TEREGA SA                                          | CUSIP: N/A<br>LEI: 969500Y0L922VYT3UI51       | Long             | DBT              | CORP              | FR        |     100000 | PA      | $104283.54    | 0.00%             | 2030-09-17      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                             | UNITED OVERSEAS BANK LTD SYDNEY                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    7800000 | PA      | $5628996.64   | 0.06%             | 2028-08-08      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $1937226.29   | 0.02%             | 2031-02-21      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                          | INTER AMERICAN DEVELOPMENT BANK                    | CUSIP: N/A<br>LEI: VKU1UKDS9E7LYLMACP54       | Long             | DBT              |  | US        |     800000 | PA      | $557645.30    | 0.01%             | 2029-01-24      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| HOUSING NEW ZEALAND LIMITED                              | HOUSING NEW ZEALAND LTD                            | CUSIP: N/A<br>LEI: 254900JDUJGPMP204P63       | Long             | DBT              |  | NZ        |    5800000 | PA      | $3149773.95   | 0.03%             | 2030-04-24      | Fixed         | 2.18%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    6500000 | PA      | $7854865.10   | 0.08%             | 2030-05-02      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| New Zealand                                              | NEW ZEALAND GOVERNMENT BOND                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |  171500000 | PA      | $102575277.74 | 1.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Bayer Aktiengesellschaft                                 | BAYER AG                                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    1900000 | PA      | $2048984.57   | 0.02%             | 2030-01-06      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORPORATION                                | REALTY INCOME CORP                                 | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $21525176.95  | 0.21%             | 2030-07-06      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| APA INFRASTRUCTURE LIMITED                               | APA INFRASTRUCTURE LTD                             | CUSIP: N/A<br>LEI: 261700SS8OEHDOCOUJ33       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5514129.72   | 0.05%             | 2030-07-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Mizuho Financial Group, Inc.                             | MIZUHO FINANCIAL GROUP INC                         | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2321069.70   | 0.02%             | 2027-04-08      | Fixed         | 1.63%                 | No            | 2                  | On Loan: No      |
| Amprion GmbH                                             | AMPRION GMBH                                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $2079743.77   | 0.02%             | 2031-01-15      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES, INC.                 | HARLEY DAVIDSON FINANCIAL SERVICES INC             | CUSIP: N/A<br>LEI: RLUFFFFW4GRYU77BTS24       | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1986229.66   | 0.02%             | 2030-03-12      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA                    | BANQUE FEDERATIVE DU CREDIT MUTUEL SA              | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2260261.66   | 0.02%             | 2027-11-19      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| WESTPAC BANKING CORPORATION                              | WESTPAC BANKING CORP                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    5700000 | PA      | $4132881.11   | 0.04%             | 2028-09-19      | Floating      | 5.20%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    5117000 | PA      | $3715207.17   | 0.04%             | 2028-03-31      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                         | PUBLIC STORAGE                                     | CUSIP: N/A<br>LEI: 549300LMZF40TKJ6DM64       | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5159645.15   | 0.05%             | 2030-09-09      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Koninklijke Philips N.V.                                 | KONINKLIJKE PHILIPS NV                             | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | DBT              | CORP              | NL        |     300000 | PA      | $349090.07    | 0.00%             | 2030-05-23      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                  | NYKREDIT REALKREDIT AS                             | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |     300000 | PA      | $351935.17    | 0.00%             | 2030-07-24      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Skandinaviska Enskilda Banken AB                         | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |     500000 | PA      | $590487.99    | 0.01%             | 2026-11-09      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Japan                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        | 2600000000 | PA      | $16041670.66  | 0.16%             | 2029-06-20      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |   17000000 | PA      | $12353514.22  | 0.12%             | 2027-11-25      | Floating      | 5.19%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC.                                | LIBERTY MUTUAL GROUP INC                           | CUSIP: N/A<br>LEI: QUR0DG15Z6FFGYCHH861       | Long             | DBT              | CORP              | US        |    1860000 | PA      | $2284602.13   | 0.02%             | 2030-12-02      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| CREDIT MUTUEL ARKEA SA                                   | CREDIT MUTUEL ARKEA SA                             | CUSIP: N/A<br>LEI: 96950041VJ1QP0B69503       | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5340381.18   | 0.05%             | 2030-01-18      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $14531676.88  | 0.14%             | 2028-01-13      | Floating      | 5.49%                 | No            | 2                  | On Loan: No      |
| LA BANQUE POSTALE SA                                     | LA BANQUE POSTALE SA                               | CUSIP: N/A<br>LEI: 96950066U5XAAIRCPA78       | Long             | DBT              | CORP              | FR        |    1900000 | PA      | $2295925.36   | 0.02%             | 2030-01-17      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Volkswagen International Finance N.V.                    | VOLKSWAGEN INTERNATIONAL FINANCE NV                | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    1800000 | PA      | $2175457.32   | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   11000000 | PA      | $7988626.23   | 0.08%             | 2027-11-04      | Floating      | 5.13%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK PLC                                         | SANTANDER UK PLC                                   | CUSIP: N/A<br>LEI: PTCQB104N23FMNK2RZ28       | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5854410.43   | 0.06%             | 2030-03-25      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                           | TRATON FINANCE LUXEMBOURG SA                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    2700000 | PA      | $3172126.71   | 0.03%             | 2030-03-27      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BMW International Investment B.V.                        | BMW INTERNATIONAL INVESTMENT BV                    | CUSIP: N/A<br>LEI: 724500J951RJJFEW5X49       | Long             | DBT              | CORP              | NL        |   11473000 | PA      | $13338096.79  | 0.13%             | 2030-08-27      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $2885744.69   | 0.03%             | 2027-10-18      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                   | EUROFINS SCIENTIFIC SE                             | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | DBT              | CORP              | LU        |    1850000 | PA      | $2255140.75   | 0.02%             | 2030-09-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $7253903.89   | 0.07%             | 2028-08-17      | Floating      | 4.91%                 | No            | 2                  | On Loan: No      |
| P3 Group S.ar.l.                                         | P3 GROUP SARL                                      | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |    3050000 | PA      | $3690750.23   | 0.04%             | 2030-02-13      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                           | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $7242616.40   | 0.07%             | 2029-08-22      | Floating      | 4.86%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                               | COOPERATIEVE RABOBANK UA AUSTRALIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    8000000 | PA      | $5772179.56   | 0.06%             | 2028-05-26      | Floating      | 4.74%                 | No            | 2                  | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED          | AUSTRALIA NEW ZEALAND BANKING GROUP LTD            | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $7238302.71   | 0.07%             | 2029-06-18      | Floating      | 5.12%                 | No            | 2                  | On Loan: No      |
| Japan                                                    | JAPAN GOVERNMENT FIVE YEAR BOND                    | CUSIP: ZG1344669<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 3000000000 | PA      | $18673303.34  | 0.19%             | 2028-09-20      | Fixed         | 0.40%                 | No            | 2                  | On Loan: No      |
| NORFINA LIMITED                                          | SUNCORP METWAY LTD                                 | CUSIP: N/A<br>LEI: JEBU6C6ITPD2YZ9N7F22       | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $6883763.98   | 0.07%             | 2029-03-19      | Floating      | 5.25%                 | No            | 2                  | On Loan: No      |
| Cooperatieve Rabobank U.A.                               | COOPERATIEVE RABOBANK UA AUSTRALIA                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |     900000 | PA      | $651576.65    | 0.01%             | 2029-07-17      | Floating      | 5.24%                 | No            | 2                  | On Loan: No      |
| TRATON Finance Luxembourg S.A.                           | TRATON FINANCE LUXEMBOURG SA                       | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |    1900000 | PA      | $2225895.27   | 0.02%             | 2031-01-14      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                          | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    3500000 | PA      | $2536350.04   | 0.03%             | 2029-03-22      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| IHG FINANCE LLC                                          | IHG FINANCE LLC                                    | CUSIP: N/A<br>LEI: 213800DXTXQ1YC8UP313       | Long             | DBT              | CORP              | US        |    1850000 | PA      | $2140171.44   | 0.02%             | 2030-09-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                    | BANCO BILBAO VIZCAYA ARGENTARIA SA                 | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |     300000 | PA      | $348492.75    | 0.00%             | 2030-07-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| OP Yrityspankki Oyj                                      | OP CORPORATE BANK PLC                              | CUSIP: N/A<br>LEI: 549300NQ588N7RWKBP98       | Long             | DBT              | CORP              | FI        |    5000000 | PA      | $5770851.75   | 0.06%             | 2030-06-18      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| AB Sagax                                                 | SAGAX AB                                           | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | DBT              | CORP              | SE        |    1860000 | PA      | $2125460.46   | 0.02%             | 2031-01-26      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BELFIUS BANQUE SA                                        | BELFIUS BANK SA                                    | CUSIP: N/A<br>LEI: A5GWLFH3KM7YV2SFQL84       | Long             | DBT              |  | BE        |    3000000 | PA      | $3496714.42   | 0.03%             | 2030-05-28      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                            | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5800877.62   | 0.06%             | 2030-09-05      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ENEL Finance International N.V.                          | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: L2967VED3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     625000 | PA      | $635020.11    | 0.01%             | 2039-10-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                     | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV               | CUSIP: BO3633027<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    3174000 | PA      | $2373779.72   | 0.02%             | 2041-03-11      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| DIMENSIONAL FUND ADVISORS LP                             | The DFA Short Term Investment Fund                 | CUSIP: 23320U405<br>LEI: N/A                  | Long             | STIV             |  | US        |  211081655 | NS      | $211081655.00 | 2.10%             |  |  |  | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                     | GLENCORE FUNDING LLC                               | CUSIP: U37818AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     490000 | PA      | $446045.64    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   30212787 | OU      | $-363659.52   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   94692432 | OU      | $-2314183.41  | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   52175551 | OU      | $-90418.33    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   58810775 | OU      | $-643628.13   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   34706298 | OU      | $-204463.55   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | 8401523013 | OU      | $-993395.18   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |   47039382 | OU      | $-526492.47   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  101132250 | OU      | $-574170.66   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| U S DOLLARS                                              | U S DOLLARS                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    6877184 | OU      | $-138124.65   | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Dimensional ETF Trust

**Signature:** Randy Olson

**Name of Signer:** Randy Olson

**Title:** Chief Compliance Officer